VP Quant (Model Validation / Cross Asset Classes / FI)

LICO RESOURCES PTE. LTD.

Singapore, Singapore
10 years risk analytics experience
Derivatives pricing model expertise
Strong python programming skills
The role involves leading independent model validation for a broad universe of complex risk models including derivatives pricing and stress testing

Job Summary

  • The role involves leading independent model validation for a broad universe of complex risk models including derivatives pricing and stress testing.
  • Candidates must possess strong Python skills and the ability to drive the digitalisation of the validation function using AI tooling.
  • The position offers a clear mandate for leadership development with an expectation of progression into a Team Lead role.

Matching Summary

Match Score: 85

The role involves leading independent model validation for a broad universe of complex risk models including derivatives pricing and stress testing.

Skills & Requirements

Must-have

  • 10 years risk analytics experience
  • Derivatives pricing model expertise
  • Strong Python programming skills
  • Fixed income and FX knowledge
  • Stress testing and VaR concepts

Nice-to-have

  • AI-assisted development tools
  • SQL and large dataset experience
  • Bloomberg or Reuters platform familiarity
  • Credit risk modelling exposure
  • Leadership development potential

Key Requirements

  • Degree in quantitative finance or related field
  • Postgraduate qualification preferred
  • Minimum 10 years progressive experience
  • Working knowledge of capital markets instruments

Work Rights

Not specified

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