Senior Quantitative Model Analyst — AVP Track

OCBC (Singapore); Singapore; On-site; SGD 120,000 - 190,000; Full time

Benefits offered by this job

Competitive salary

Flexible benefits

Community initiatives

Learning & development

Wellbeing support

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.

Skills

Quant finance

C# / C++ / Python

Education

Quantitative degree

Tools

Replication framework

Job description

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