Senior Quantitative Model Analyst – AVP

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

Benefits offered by this job

Competitive base salary

Holistic benefits package

Community initiatives

Learning & development opportunities

Employee wellbeing & growth

Job summary

OCBC Bank in Singapore seeks a quantitative finance specialist to validate models for derivative pricing, risk assessment, and ML applications. You will develop replication frameworks, review pricing models, and produce clear validation reports.

Ideal candidates have a degree in a quantitative field and hands-on programming experience in C++, Python, or C#, with strong communication and collaboration skills to work with front office and risk control teams.

Qualifications

• Degree in mathematics, computer science, physics, engineering, statistics, data science or equivalent.
• Experience with stochastic calculus, Monte Carlo simulation and/or PDE modelling.
• Experience with at least one programming language (C++, Python, or C#).

Responsibilities

• Validate quantitative models using replication frameworks for derivative pricing and statistical models, or validate against benchmark models including ML approaches.
• Liaise with front office and risk control to discuss results and produce detailed validation reports.
• Take ownership of internal initiatives and contribute to bank-wide projects requiring quantitative expertise.

Skills

C++

Python

C#

Quantitative finance

Education

Degree in a quantitative subject (math, CS, physics, engineering, statistics, data science)

Job description

OCBC Bank in Singapore seeks a quantitative finance specialist to validate models for derivative pricing, risk assessment, and ML applications. You will develop replication frameworks, review pricing models, and produce clear validation reports.

Ideal candidates have a degree in a quantitative field and hands-on programming experience in C++, Python, or C#, with strong communication and collaboration skills to work with front office and risk control teams.