VPSVP Risk Analytics & Model Validation

Sloane Shorey Consulting; Singapore; On-site; SGD 216,000; Full time

Job summary

An executive search firm in Singapore seeks a VP/SVP of Risk Analytics to lead model validation and development across market and credit risk portfolios. The ideal candidate has 10-15 years of experience in quantitative risk model validation, with expertise in derivatives valuation and regulatory standards. A master's degree in a quantitative field and professional certifications such as CFA or FRM are preferred. This full-time position offers a competitive salary of up to SG$216k.

Qualifications

• 10-15 years of experience in quantitative risk model validation or market risk analytics.
• Professional certification such as CFA or FRM preferred.
• Strong knowledge of derivatives valuation methodologies and regulatory standards.

Responsibilities

• Oversee model validation and independent review for market and credit risk models.
• Lead quantitative assessments of model performance assumptions and limitations.
• Partner with trading risk and regulatory stakeholders on model governance and risk methodology.
• Provide subject matter expertise on model lifecycle management and stress testing.

Skills

Python

C / C++

Fortran

R

Data Mining

Matlab

Data Modeling

Laboratory Techniques

MongoDB

SAS

Systems Analysis

Dancing

Education

Masters degree in a quantitative discipline (Maths, Engineering, Physics)

Job description

VP / SVP - Risk Analytics & Model Validation

A senior quantitative risk professional is required to lead risk analytics model validation and model development across market and credit risk portfolios. The role involves evaluating pricing valuation and risk models across asset classes ensuring robust governance and alignment with regulatory expectations.

Key Responsibilities

• Oversee model validation and independent review for market and credit risk models.
• Lead quantitative assessments of model performance assumptions and limitations.
• Partner with trading risk and regulatory stakeholders on model governance and risk methodology.
• Provide subject matter expertise on model lifecycle management and stress testing.

Profile

• 1015 years of experience in quantitative risk model validation or market risk analytics.
• Masters degree or higher in a quantitative discipline (Maths Engineering Physics).
• Professional certification such as CFA or FRM preferred.
• Strong knowledge of derivatives valuation methodologies and regulatory standards.

Salary: To SG$216k

Apply now to be considered.

SLOANE SHOREY

Strategic advisor on leadership appointments and specialist hires across the risk lifecycle.

Sloane Shorey Consulting is an independent executive search firm partnering with global consulting firms financial institutions and private funds. We deliver confidential searches and discreet hires in corporate intelligence and investigations and in regulatory and risk advisory. Based in Singapore we advise clients globally on hiring across Asia the Middle East and the UK.

Sloane Shorey is a Ministry of Manpower Licensed Employment Agency : EA License 20S0307

Required Experience: Senior Exec

Key Skills

• Python
• C / C++
• Fortran
• R
• Data Mining
• Matlab
• Data Modeling
• Laboratory Techniques
• MongoDB
• SAS
• Systems Analysis
• Dancing

Employment Type: Full Time

Experience: years

Vacancy: 1