JOB DESCRIPTION:

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.

Responsibilities
1) Conduct independent testing for pricing model validation for FX, Equity, Commodity, Credit and Interest Rate related derivative products (e.g. forward/option/swap etc.)
2) Enhance and develop digital infrastructure to streamline testing process and improve efficiency
3) Exercise due diligence to provide quality work on data analytics

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++

• Knowledge on financial derivatives or past experience in financial industry is a plus

Work location: Central

Duration: 6 months

"This is in partnership with the Employment and Employability Institute Pte Ltd ("e2i").

e2i is the empowering network for workers and employers seeking employment and employability solutions. e2i serves as a bridge between workers and employers, connecting with workers to offer job security through job-matching, career guidance and skills upgrading services, and partnering employers to address their manpower needs through recruitment, training, and job redesign solutions. e2i is a tripartite initiative of the National Trades Union Congress set up to support nation-wide manpower and skills upgrading initiatives. By applying for this role, you consent to A-IT Software Services Pte Ltd's PDPA and e2i PDPA.