Senior Quantitative Model Analyst & Validation Lead

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

Benefits offered by this job

Competitive base salary

Holistic benefits

Community initiatives

Learning & development opportunities

Wellbeing & growth

Job summary

OCBC Bank Singapore is seeking a quantitative validation specialist to challenge and validate pricing and risk models. You will work with cross-functional teams across risk management and trading to ensure model integrity.

You will gain exposure to traditional pricing and cutting-edge AI applications, with a strong emphasis on rigorous validation workflows and clear communication of findings. This role offers a structured learning path and a collaborative team environment.

Qualifications

• Degree in a quantitative field (math, CS, physics, engineering, statistics, data science, or quantitative finance).
• Experience with stochastic calculus, Monte Carlo simulation, and PDE modelling is a plus.
• Proficient programming experience in at least one language; C#, C++, Python preferred.
• Experience in model development, validation, pricing or risk modelling is desirable.

Responsibilities

• Validate quantitative models via independently developed replication frameworks for pricing and risk.
• Liaise with front office and risk control, producing detailed validation reports.
• Contribute to bank-wide projects requiring quantitative expertise.

Skills

Quantitative finance

Model development

Validation

Analytical skills

Communication skills

Independent work

Team collaboration

Education

Quantitative degree

Tools

C#

C++

Python

Job description

OCBC Bank Singapore is seeking a quantitative validation specialist to challenge and validate pricing and risk models. You will work with cross-functional teams across risk management and trading to ensure model integrity.

You will gain exposure to traditional pricing and cutting-edge AI applications, with a strong emphasis on rigorous validation workflows and clear communication of findings. This role offers a structured learning path and a collaborative team environment.