System Analyst -Quantitative Pricing & Risk professional

OPTIMUM SOLUTIONS (SINGAPORE) PTE LTD; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

OPTIMUM SOLUTIONS (SINGAPORE) PTE LTD in Singapore seeks a senior risk management professional with a track record in derivatives valuation and risk evaluation to deliver strategic change across our trading and banking domains.

You will work on X-Asset pricing, Monte Carlo methods, PDE valuation, XVA and PFE, and you should be proficient in Python, C++, or R. This role requires influencing across a multinational environment and delivering large-scale implementations.

Qualifications

• Experience in 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.

Responsibilities

• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management.
• Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA and PFE).
• Good business domain knowledge of Banking & Trading book.
• 6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company.
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available. applications or another large project implementation.
• Good understanding and experience in software development cycle.

Skills

Derivatives valuation

Quantitative pricing

Risk evaluation

Software development

Tools

Python

C++

R

Job description

Responsibilities:

• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management.
• Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA and PFE).
• Good business domain knowledge of Banking & Trading book.
• 6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company.
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available. applications or another large project implementation.
• Good understanding and experience in software development cycle.

Key Requirements

• 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.
• 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.
• Quantitative Pricing and Risk.