AVP, Quantitative Model Analyst — Validation & AI

OCBC Group; Singapore; Hybrid; SGD 120,000 - 190,000; Full time

Job summary

OCBC Group in Singapore is seeking a MGR/AVP, Quantitative Model Analyst to validate derivative pricing and risk models, and to develop replication frameworks. You will collaborate with front office and risk control to produce detailed validation reports and ensure robust methodology.

You will also own internal initiatives, contribute to cross-bank projects, and apply both traditional pricing methods and modern AI approaches while communicating complex ideas clearly.

Qualifications

• Experience in quantitative finance, including model development, validation, pricing or risk models.
• Degree in a quantitative subject such as mathematics, statistics, computer science, physics, engineering, data science, or equivalent.
• Knowledge of stochastic calculus, Monte Carlo simulation and PDE modelling.
• Proficiency in at least one programming language (C#, C++, Python).

Responsibilities

• Validate quantitative models through replication frameworks for derivative pricing and statistics.
• Liaise with front office and risk control on results and produce detailed validation reports.
• Take ownership of internal initiatives and projects; contribute to bank-wide quantitative efforts.

Skills

Quantitative finance experience

Analytical skills

Independent work capability

Communication skills

Interpersonal skills

Education

Quantitative degree (math, stats, CS, physics, engineering, data science)

Tools

C#

C++

Python

Job description

OCBC Group in Singapore is seeking a MGR/AVP, Quantitative Model Analyst to validate derivative pricing and risk models, and to develop replication frameworks. You will collaborate with front office and risk control to produce detailed validation reports and ensure robust methodology.

You will also own internal initiatives, contribute to cross-bank projects, and apply both traditional pricing methods and modern AI approaches while communicating complex ideas clearly.