Some of the key responsibilities will include:
- Design, implement, and submit different types of model overlays to the Model Validators for review.
- Calibrating different parameters to Market consensus for IPV use
- Designing and implementing new methodologies for the adjustments under VM coverage.
To be eligible for this role you will require:
- 8+ years of related experience in quantitative finance.
- Candidate should be a Master in financial Mathematics or a PHD in quantitative area
- Previous professional experiences in Credit, Rates or XVA is a plus
Please contact Melissa Ng by emailing your cv directly in word format with job reference no. Jo0000007889 to bankingandfinance-SG@theedgepartnership.com
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.
EA License Number: 16S8131
Recruiter License Number: R22105034