Assistant / Senior (Quantitative Analytics

EY; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

EY in Singapore is looking for a professional to focus on financial derivatives valuation and business valuation. Responsibilities include model validation, project management, and utilizing data analytics to drive business insights.

The ideal candidate will have experience in financial instruments and be adept at statistical modeling methodologies while maintaining positive client relationships.

Qualifications

• Experience in financial derivatives valuation and model validation is preferred.
• Familiarity with statistical modelling methodologies is required.
• Strong ability to write high-quality validation reports and presentations.

Responsibilities

• Valuation of financial derivatives and business valuations.
• Assist in developing and validating valuation models.
• Use data analytics for auditing and providing actionable insights.

Skills

Financial Derivatives Valuation

Model Validation

Statistical Analysis

Project Management

Data Analytics

Job description

Your key responsibilities:

• Financial Derivatives Valuation and Business Valuation
• Work together within a team on multiple client engagements in daily independent valuation for a diverse range of financial instruments
• Assist in developing valuation models to assess a variety of linear and non-linear financial instruments by adopting option pricing theory, fixed income and structured finance models, Monte Carlo simulation, statistical analysis, and other quantitative analysis
• Perform model validation on derivative pricing models, risk management models and model parameter calibration models
• Provide assistance in review of fair valuation approach, methodology, and assumptions adopted by private equity and venture capitalist clients
• Perform portfolio valuation review for private equity, venture capital, and asset management companies with investments
• Value debt instruments such as straight bonds, convertible bonds, redeemable convertible preference shares
• Build financial models, such as Option Pricing Model and Binomial Tree Model, to value hybrid instruments
• Credit Modelling
• Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes
• Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenging the assumptions and basis of which the components are being derived
• Employ statistical modelling methodologies in performing validation and produce results to be analyzed from statistical as well as business perspective.
• Keep updated on industry developments in terms of regulatory requirements and best practice modelling techniques
• Write high quality model validation reports and/or presentations
• Project Management
• Technically contribute to managing projects which includes packaging overall project findings into clear, concise and high-quality deliverables
• Ensure all modelling tasks are completed timely
• Data Analytics
• Design meaningful application of data analytics to be used for auditing financial numbers including developing toolkit for data mining and work paper documentation standards
• Use data analytics to provide actionable, timely and accurate data to drive business insights around customer, regulatory risk, compliance, operations and financial to achieve greater return on investment.
• General
• Maintain and develop positive, productive, and professional relationships with clients
• Build valuable relationships with external clients and internal peers
• Challenge yourself to continually learn and teach, mentoring others while developing your own career through various exposures in client projects
• Take ownership of your projects, while collaboratively working with other team members