In this role, you will independently validate valuation and risk models, advise and develop model risk provisioning methodologies to safeguard against model assumptions/limitations, ensure all validation work is documented and can be reproduced. This is an exciting and highly visible risk quant opportunity, and you will report to the Head of Model Validation.
You are degree qualified with knowledge in C++ and VBA; and have at least 5 years of relevant experience in a risk quant role. Experience in model validation, front-office derivatives valuations or risk modelling is a plus. You are a team player with strong interpersonal and communication skills.
To apply for this exciting opportunity, please submit your resume to Arya Zhao at . Due to overwhelming response, we regret that only shortlisted candidates will be notified.