Quantitative Risk Modelling Lead - Multi-Asset Exposure & Margin Models | Singapore

Lico Resources is partnering with a leading financial market institution, searching for a senior quantitative professional looking to play a pivotal role in shaping risk models and analytics architecture for a multi-asset class trading and clearing environment. Working at the intersection of modelling, engineering, and market structure, the successful candidate will be instrumental in advancing a sophisticated risk framework that underpins mission-critical systems.

Key Responsibilities

• Design and enhance core risk models covering margin, stress, credit, liquidity, and exposure across asset classes.
• Develop derivative pricing tools and analytics, including volatility and risk sensitivity measures.
• Translate modelling concepts into scalable Python code for integration into enterprise risk platforms.
• Oversee testing procedures, including UAT, ensuring seamless deployment of model enhancements.
• Gain a comprehensive understanding of trading, clearing, settlement, and data systems to align analytics with operational workflows.
• Drive continuous improvement of the risk analytics platform, collaborating closely across risk, business, and tech teams.
• Partner with internal stakeholders to identify and address gaps in risk capabilities through agile, well-governed solutions.
• Represent risk methodology in discussions with business units, regulators, and external stakeholders.
• Lead scenario design, sensitivity testing, and model validation with a strong emphasis on governance and documentation.
• Proactively enhance models based on evolving market conditions and challenge legacy frameworks when necessary.
• Contribute directly within a hands-on, collaborative team committed to integrity, innovation, and continuous development.

Qualifications

Essential:

• Advanced academic qualifications in quantitative fields such as Mathematics, Physics, Engineering, Statistics, or Computer Science.
• Demonstrated strength in risk modelling, derivatives analytics, and Python-based model development.
• Professional experience in financial markets, ideally within banks, market infra, clearinghouses, quant trading, hedge funds, or fintech.
• Solid understanding of pricing models, volatility structures, and market microstructure across asset classes.
• Ability to think critically, align models with market dynamics, and deliver pragmatic solutions.

Preferred:

• Experience working within flat, collaborative teams where ownership and initiative are highly valued.
• Strong interpersonal skills to communicate complex concepts and influence both technical and non-technical stakeholders.
• A builder's mindset with a passion for solving problems and improving systems in high-performance environments.

If you are interested in this role, please send us your updated resume today to nicole@licoresources.com quoting reference number A02312. Please note that only shortlisted candidates will be notified.

"Data provided is for recruitment purposes only."

Job Reference No: A02312
EA Licence No.: 13C6733
EA Registration No.: R1333454