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VP - Quant - Credit Risk

T+O+M, EA Licence No: R16S8373
Singapore, Singapore
S$150k - S$220k
Closing date
Jul 8, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time

- Develop risk assessment tools to quantify counterparty credit risk

- Develop processes to monitor counterparty credit risk performance

- Support key risk stakeholders with development of effective tools to improve current infrastructure

- Make recommendations to improve existing counterparty credit risk exposure management through new model development

Prerequisites for role:

- 10-15 years quantitative experience within a financial institution with strong financial markets product knowledge, derivatives would be highly regarded

- Masters or PHD in Financial Mathematics, Statistics, Science of Engineering

- An in depth understanding of counterparty credit risk in a modelling capacity, strong programming skills

- Excellent written and verbal skills and the ability to liaise with stakeholders at all levels

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