Associate, Quantitative Modeller, Risk Management Group
DBS Bank Limited
Location: Singapore, Singapore
Type: Full Time
Internal Number: 13324032
Business Function Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure. Responsibilities
Conduct independent testing for pricing model validation
Develop, maintain and improve pricing model library for financial derivative products
Develop, review and update market and counterparty risk models and conduct model back-testing
Enhance and develop digital infrastructure to streamline process and improve efficiency.
MSc or PhD in a quantitative discipline (e.g., Computer Science, Mathematics/Statistics, Quantitative Finance, Engineering);
Experience in Python/C#/C++ in a collaborative development environment
Experience in deriving and developing derivative pricing models for valuation and risk sensitivities is an advantage
Good written and interpersonal communication skills
Apply Now We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.