Our client is a leading financial institution seeking a Risk Model Validation Specialist to support its multi-asset platform. This role sits within Risk and focuses on independent model validation, new product support, and driving innovation through analytics and AI.
Key Responsibilities
- Perform independent validation of risk models (e.g. derivatives pricing, VaR, stress testing, margin, liquidity, credit)
- Assess model design, assumptions, and controls for new product launches
- Partner with Risk, Quant, and Control teams to prioritise validation work
- Ensure compliance with regulatory standards (e.g. PFMI, MAS)
- Drive automation and digitalisation of validation processes using analytics and AI
- Contribute to initiatives such as AI governance and climate scenario modelling
Requirements
- Degree in a quantitative discipline; postgraduate preferred
- 10 years experience in risk analytics, model development, or validation
- Strong knowledge of derivatives pricing and market risk (VaR, stress testing, sensitivities)
- Good understanding of capital markets products (FI, equities, FX, commodities)
- Proficiency in Python, SQL, and data tools (e.g. JupyterLab, version control)
- Familiarity with Bloomberg/Reuters
Profile
- Analytical, detail-oriented, and self-driven
- Strong communicator with the ability to simplify complex concepts
- Curious, adaptable, and forward-looking, particularly in AI-driven risk management
- Demonstrates ownership and leadership potential
Application Process:
Interested candidates should submit their resume to Foo Jun Jie at [Confidential Information] quoting the job title. Only shortlisted candidates will be contacted.
License No: 24S2395
Registration No: R1551124
