Quantitative Model Analyst – Validation & ML Expert

OCBC Bank; Singapore; On-site; SGD 120,000 - 180,000; Full time

Benefits offered by this job

Competitive salary

Flexible benefits

Learning & development

Wellbeing support

Job summary

OCBC Bank in Singapore seeks a quantitatively driven professional to validate models used in pricing, risk, and ALM. You will work with replication frameworks and benchmark against advanced ML/DL approaches, liaising with front office and risk teams to deliver detailed validation reports.

The role requires a degree in a quantitative field, strong analytical abilities, and proficiency in programming languages such as C++, Python, and C#.

Qualifications

• Experience in quantitative finance, such as model development, validation, pricing or risk models.
• Degree in a quantitative subject (math, CS, physics, engineering, statistics, data science, etc.).
• Strong analytical skills and knowledge of stochastic calculus, Monte Carlo, or PDE modelling.
• Proficiency in at least one programming language (C#, C++, Python) is essential.

Responsibilities

• Validate quantitative models through replication frameworks for derivative pricing and statistical models.
• Benchmark against independently developed models, including ML/ DL approaches.
• Collaborate with front office and risk control to produce detailed validation reports.
• Own select internal initiatives and contribute to bank-wide projects requiring quantitative expertise.

Skills

Quantitative finance

Model validation

Programming: C++

Programming: Python

Communication

Stakeholder management

Education

Degree in quantitative field

Tools

C#

C++

Python

Job description

OCBC Bank in Singapore seeks a quantitatively driven professional to validate models used in pricing, risk, and ALM. You will work with replication frameworks and benchmark against advanced ML/DL approaches, liaising with front office and risk teams to deliver detailed validation reports.

The role requires a degree in a quantitative field, strong analytical abilities, and proficiency in programming languages such as C++, Python, and C#.