int(9459)
Singapore, Singapore

VP – Credit / Market Risk Modelling Specialist

Our client is a well-established financial institution with a strong presence in Singapore and the APAC region. Their quantitative risk modelling team under the bank’s Group Audit division is looking for an experienced senior quantitative risk modelling specialist to join them and act as a subject matter expert.

The group has a vacancy for a Vice President – Credit / Market Risk Modelling in their Singapore Office.

Work Location: CBD, Singapore
Work Arrangement: Hybrid

Please contact Sophia Lin at +65 6850 7206 or email your cv directly in Word format with job reference no. Jo000010194 to corporategovernance@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

EA Licence: 16S8131

Recruiter Licence: R22104669

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Key responsibilities

  • You will act as a seniorAudit Manager working with a team of quantitative model experts, globally responsible for performing audits and audit strategy on model-related matters, thereby adding value to the organisation. Awareness of model risk management, as well as a strong understanding of internal audit processes and the regulatory risk environment, are key. You are involved in multiple (complex) audits at the same time and deliver key messages to auditees and senior management. In addition, stakeholder interaction and continuous learning are crucial to stay ahead.
  • You will assist the audit team in applying well-known validation and test techniques for both regulatory and non-regulatory models (e.g., credit decision, pricing/valuation, IFRS etc). Your main counterparts in the organization are working in model risk management, model development, model validation, model measurement, and analytics departments.

Role requirements

  • Possess a Master/PhD in Financial Engineering, Quantitative Finance, Mathematics, Physics, Economics/ Statistics, or a related discipline with a minimum of 8 years of working experience in financial engineering/quantitative risk modelling.
  • Is keen on exploring many aspects of financial modelling.
  • Have managed teams, either directly or indirectly, and can influence, and support a team.
  • Have (international) experience in complex organizations, a bird’s eye view and knowledge of business, risks, and associated controls.
  • Nice to have – candidates with exposure to working with auditors within a major bank, financial institution, or consultancy firm.
  • Nice to have – a proficient understanding of internal audit processes, including identifying and evaluating key risks and process controls, setting an audit scope, and developing audit testing.
  • You have great communications skills, are persuasive; being able to ‘get people on board’ and ensure necessary buy-in from stakeholders.
  • Able to manage stakeholders and team members and have experience dealing with conflict management.