Work location: Central
Duration: 46 weeks contract (11 months) No.ofRole: 1
Monthly Basic Salary: $4500 - $5300
Job description
1. Business Function
Risk Management Group works closely with our business partners to manage the bank’s risk exposure by balancing its objective to maximize returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.
2. Responsibilities
· Conduct independent testing for pricing model validation for FX, Equity, Commodity, Credit and Interest Rate related derivative products (e.g. forward/option/swap etc.)
· Develop, maintain and improve pricing model library for financial derivative products
· Enhance and develop digital infrastructure to streamline testing process and improve efficiency
· Build analytical tool to improve data visualization and ensure data quality
3. Requirements
· Bachelor or Master in a quantitative discipline (e.g., Computer Science, Engineering, Physics, Mathematics/Statistics, Quantitative/Mathematical/Computational Finance, etc.)
· Good programming skills e.g. Python / C# / C++, and experience in financial industry is a plus