Assistant / Senior (Quantitative Analytics

EY; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A global professional services firm in Singapore is seeking experienced professionals to handle financial derivatives valuation and client engagements. You will assist in developing models and perform validations on various financial instruments while ensuring timely completion of tasks. The ideal candidate should possess strong analytical skills and be able to establish good relationships with clients.

Qualifications

• Experience in financial derivatives and business valuation.
• Familiarity with option pricing theory and structured finance models.
• Strong analytical and project management skills.

Responsibilities

• Valuate financial instruments and assist in developing models.
• Perform validation on derivative pricing and risk management models.
• Design applications of data analytics for auditing financial data.

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