Senior Derivatives Pricing & Risk Architect

Hong Kong Unison Limited; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Unison Consulting is seeking a self-motivated risk management professional based in Singapore to deliver strategic change solutions enabling effective traded risk management. The role requires deep understanding of X-Asset derivatives pricing, risk evaluation, and strong communication with technical and non-technical stakeholders.

With 6+ years in derivatives valuation and risk capabilities, you will drive large-scale, highly available applications and oversee software development lifecycle,

Qualifications

• Experience working with Derivatives valuation and Quantitative pricing.
• Understanding of Pricing models for x-Asset products and required Market data.
• Understanding of Risk evaluation and Sensitivities
• Programming knowledge (Python / C++ / R) would be an advantage.
• Strong technical & functional background.

Skills

Risk management

Derivatives valuation

X-Asset pricing

Monte Carlo methods

PDE valuation

XVA

PFE

Stakeholder communication

Problem solving

Project risk management

Software development lifecycle

Education

Master's degree in Computer science/ Quantitative Finance

CFA / CQF (advantage)

Tools

Python

C++

R

Job description

Unison Consulting is seeking a self-motivated risk management professional based in Singapore to deliver strategic change solutions enabling effective traded risk management. The role requires deep understanding of X-Asset derivatives pricing, risk evaluation, and strong communication with technical and non-technical stakeholders.

With 6+ years in derivatives valuation and risk capabilities, you will drive large-scale, highly available applications and oversee software development lifecycle,