Assistant / Senior (Quantitative Analytics and Treasury Services) - Financial Services FAAS
Tasks
- Apply option pricing theory
- Build binomial tree models
- Build fixed income and structured finance models
- Calibrate model parameters
- Challenge model assumptions and components
- Conduct statistical analysis for valuation and validation
- Design data analytics for auditing financial numbers
- Develop credit risk models
- Develop valuation models for linear and non linear instruments
- Document work papers standards
- Manage project deliverables
- Package project findings into deliverables
- Perform independent valuation of financial instruments
- Perform model risk identification
- Perform portfolio valuation review
- Resolve client issues for valuations
- Run Monte Carlo simulation
- Use data mining for analytics toolkits
- Validate Basel credit models
- Validate IFRS 9 credit models
- Validate derivative pricing models
- Validate risk management models
- Value debt instruments and hybrid instruments
- Write model validation reports
Perks/Benefits
- N/A
Skills/Tech-stack
Basel | Binomial Tree | Credit Risk | Credit Risk Modelling | Data Mining | Data analytics | Fixed Income | Hedge Accounting | IFRS 9 | Incremental Borrowing Rate | Lattice Model | Model Risk Management | Model Validation | Model risk | Monte Carlo | Monte Carlo Simulation | Numerix | Option pricing | Python | R | Risk Management | Risk Modelling | SAS | Statistical Analysis | Structured finance | VBA
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Analyst | Financial Analyst | Quantitative Analyst | Treasury Analyst
Related jobs
-
Budget Manager & Data Analyst (Contract) SGD 60K-78KBudgeting | Data Analysis | Data Visualization | Financial Forecasting | Financial ReportingContract employmentMid-level Contract Full TimeNPB - Finance Branch, Singapore2d ago
-
AI Evaluation | Acceptance Testing | Accuracy testing | Bias Testing | Browser testingSenior-level Contract Full TimeHealth Promotion Board, Singapore2d ago
-
Internship - Data Science Analyst SGD 45K-57KCause analysis | Computer Vision | Data Analysis | Data Architecture | Data EngineeringEntry-level InternshipSingapore3d ago
-
Senior Assistant Manager, Data and Analytics SGD 72K-144KData Analysis | Data Modeling | Data Validation | Data Visualization | Data cleaningSenior-level Full TimeNTU Main Campus, Singapore3d ago
-
Data Analyst - Global Payment - Singapore SGD 138K-207KA/B | A/B Testing | B testing | Data Analysis | Data MiningMid-level Full TimeSingapore, Singapore4d ago
-
Training Operation Coding Analyst - Seed Global Data SGD 72K-130KC plus plus | C# | Data Analysis | Git | GoMid-level Full TimeSingapore, Singapore4d ago
-
Data Operations Analyst (AI Data & Safety) SGD 120K-210KAgentic Data Synthesis | Agentic data | Automated data scraping | Computer Vision | Data AnalysisEntry-level Full TimeSingapore, Singapore4d ago
-
Data Visualization | Demand Supply Matching | Forecasting | Inventory Management | Language ProcessingInternship learning program | Mentorship | Project based trainingEntry-level InternshipSingapore4d ago
-
Senior Data Analyst - Compliance Analytics SGD 111K-148KApache Airflow | BigQuery | DBT | Data Documentation | Data GovernanceLearning opportunities | Travel opportunitiesSenior-level Full TimeSingapore, Singapore5d ago
-
Data Aggregation | Data Privacy | Data Quality | Data Reconciliation | Data SecurityMid-level Full TimeSingapore - Remote R5d ago
-
[Lta-Tro] Executive/ Engineer, Innovation & Analytics SGD 230K-318KArcGIS | Artificial Intelligence | Data Visualization | Geospatial analysis | Graph Neural NetworksExecutive-level Full TimeLTA BCO B1 L3, Singapore5d ago
-
APIs | Anomaly Detection | Data Governance | Data Modeling | Data ValidationHybrid work | Training opportunitiesSenior-level Full TimeSingapore, Singapore6d ago
-
Senior Data Analyst, Quick Commerce & Partnerships SGD 140K-207KAirflow | Anomaly Detection | BigQuery | Causal Impact | Causal Impact ModelingDiversity and inclusion | International team | Mentorship | Professional development | Responsibility from day oneSenior-level Full TimeSingapore, Singapore6d ago
-
AI | AI/ML | CSS | Cloud Computing | Data InfrastructureEntry-level Full TimeFab 10A, Singapore6d ago
-
Graduate Program – Quantitative Analysis SGD 100K-135KArtificial Intelligence | Data Analysis | Forecasting | Machine Learning | OptimizationFormal onboarding | International rotation opportunity | Learning and development | MentorshipEntry-level Full TimeSingapore6d ago
-
Quantitative Research Analyst USD 100K-200KBig Data | Big data analytics | Data analytics | MATLAB | Machine LearningMid-level Full TimeDubai, Dubai, United Arab Emirates; Greenwich, …9d ago
-
A/B | A/B Testing | Attribution | B testing | Causal InferenceSenior-level Full TimeSingapore; Taguig, Metro Manila, Philippines9d ago
-
Data Governance Analyst M/F SGD 86K-111KBudget Monitoring | Dashboards | Data Governance | Data Management | ExcelMid-level ContractAsia, Singapore9d ago
-
Senior Data Analyst SGD 175K-204KAWS Athena | AWS Glue | Amazon EMR | Amazon QuickSight | Amazon RedshiftSenior-level Full TimeSingapore, Singapore9d ago
-
FX Quantitative Analyst SGD 150K-207KData Modeling | Data Quality | Financial markets | Foreign Exchange | Foreign Exchange (FX)Senior-level Full TimeSingapore-CapitaSky9d ago
-
Supply Chain Data Analyst SGD 54K-66KDAX | DBT | Dashboard Reporting | Data Lakes | Data MartsHybrid work arrangement | Visa sponsorshipEntry-level Full TimeSGP - Singapore - Singapore (Boulevard … R9d ago
-
Data analytics | Power BI | Python | SQL | TableauEntry-level InternshipSingapore10d ago
-
VP/AVP, People Data Analytics SGD 180K-270KBusiness Analysis | Data Modeling | Data Quality | Data Validation | Data VisualizationExecutive-level Full TimeSingapore10d ago
-
APIs | Anomaly Detection | Data Governance | Data Modeling | Data ValidationHybrid workSenior-level Full TimeSingapore, Singapore11d ago
-
Risk and Control Analytics, Consultant SGD 120K-167KBusiness Intelligence | Compliance Monitoring | Dashboarding | Data Governance | Data ModelingCareer growth | Flexible work arrangements | Learning opportunitiesSenior-level Full TimeSG-AIA Tower, Singapore11d ago