Senior Quantitative Model Analyst — AVP Track

OCBC (Singapore)

Singapore

On-site

SGD 120,000 - 190,000

Full time

3 days ago

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Benefits offered by this job

Competitive salary

Flexible benefits

Community initiatives

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Job summary

OCBC Bank in Singapore seeks a quantitative finance professional to validate models and contribute to pricing and risk projects. You will work with replication frameworks and ML/DL approaches while liaising with front office and risk control to produce detailed validation reports.

The role requires a strong analytical mindset, a quantitative degree, and proficiency in C#, C++, or Python. You will own internal initiatives and collaborate on bank-wide projects that leverage advanced quantitative

Qualifications

Experience in quantitative finance, such as model development, validation, pricing or risk models.
Degree in a quantitative subject, such as mathematics, computer science, physics, engineering, statistics, data science, quantitative finance, or equivalent.
Analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and/or PDE modelling.

Responsibilities

Validate quantitative models through independently developed replication frameworks, covering both derivative pricing and statistical models.
Liaise with front office and risk control functions on results and produce detailed validation reports.
Take ownership of some of the team’s internal initiatives and projects. Contribute to various bank‑wide projects requiring quantitative technical expertise.