AVP/VP, Model Validation & Analytics, Market Risk Management
Location :
Mumbai, India
Job Type :
Full-time
Key Responsibilities
Validate pricing and risk models by means of independently built full replication models, including derivative pricing models and counterparty credit risk exposure models. Long term focus will be on derivative pricing.
Liaise with front office and risk control on results and produce detailed validation reports.
Take ownership of some of the team’s internal initiatives and projects. Contribute to the various bank wide projects that require quantitative technical expertise.
Job Descripition
If you thrive on making a significant impact in a dynamic and competitive environment through innovative thinking, then this role is perfect for you. As a member of our team, you will collaborate with cross-functional teams and work with a diverse range of mathematical models in the banking industry, covering areas such as trading, risk management, ALM, and other functions. You will gain extensive exposure to both traditional banking models and cutting-edge AI technologies and applications. We foster an environment that encourages you to pursue your interests and excel at your best.
This is an ideal opportunity for individuals who are self-motivated, self-managed, and excel at prioritizing tasks with minimal supervision. If you possess a strong willingness to learn, take ownership of your work, and confidently express your views, along with possessing exceptional teamwork skills, actively listening to diverse perspectives, and effectively communicating your ideas to contribute to the overall success of the team, then this opportunity is perfect for you.
About Company
Singapore’s longest established bank, we’ve been helping people and businesses get what they want from life since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.
Today, we’re on a journey of transformation. Embracing technology and creativity to become a future-ready learning organisation. But for all that change, the entire focus of our organisation remains to be Simply Spot On. In everything we do.
And so whether you want innovate needs-based financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.