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VP- Market Risk Modeller (FX)

Our Client is a prestigious Global Bank with international presence. They are currently looking for a Market Risk Modeller to join their team based in Singapore

Reporting to the Head of Market Risk Validation, you will be responsible for developing and enhancing risk models. Review and validate front office derivatives pricing models and perform unit testing of the code developed. Develop application using MS SQL Server and Qlikview application. You will also be required to support daily BAU activities.

To qualify, individuals must possess:
- A higher degree ( MSc, PHD) in a quantitative subject Mathematics, Science, Engineering, Physics
- At least 5 or more years of working experience in a similar function
- Strong understanding of pricing FX derivatives
- Experience in implementing derivatives valuation models in C++ in either a Front office or Model Validation environment
-Ability to work with front office traders
- Ability to build models from scratch

EA License No: 16S8066 | Registration No. R1331783
To apply, please email your CV to If you would like further information, please contact Marie Goh on +65 6435 5606 quoting B&F/MG/VPMRM/120417C
or complete the Application form below.
Application for VP- Market Risk Modeller (FX)

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