Lico Resources is partnering with a leading financial services organization known for its strong foundation in risk governance and financial resilience. We are seeking a skilled Quantitative Analyst to join their Quant Risk Modelling team in Singapore.

Key Responsibilities:

• Model Development: Design and develop quantitative risk models, including margin, stress testing, credit risk, and liquidity risk models.
• Statistical Analysis: Apply advanced statistical techniques to assess exposures and identify emerging risks.
• Perform sensitivity and scenario analyses to ensure model resilience and robustness.
• Python Development: Develop risk assessment tools and models in Python.
• Utilize Git and Jira for effective code management and collaboration.
• Ensure model scalability and stability to support deployment in a production environment.
• Stakeholder Communication: Collaborate across teams and engage with external stakeholders to advocate for SGX's risk models.
• Present complex findings in a clear and concise manner to non-technical stakeholders.
• Research and Innovation: Stay updated on financial market trends, quantitative techniques, and regulatory changes.
• Contribute to the development of innovative quantitative strategies and risk assessment tools.

Qualifications & Experience:

• Undergraduate degree in an applied numerical field such as Physics, Mathematics, Statistics, Computer Science, Operations Research, Machine Learning, or Applied Mathematics.
• Strong proficiency in financial modeling, Python programming, and risk assessment.
• In-depth understanding of financial markets and the interplay between models and market outcomes.
• A naturally curious mindset, with a motivation to uncover underlying rationales and challenge the status quo.
• Experience with Git and Jira; knowledge of SQL is a plus.
• Proven track record in quantitative risk modeling.
• Strong analytical and problem-solving skills with the ability to balance accuracy, stability, simplicity, and transparency in models.
• Excellent communication skills with the ability to convey complex quantitative concepts to non-technical stakeholders.

If you are interested in this role, please send us your updated resume today to nicole@licoresources.com quoting reference number A05534. Please note that only shortlisted candidates will be notified.

"Data provided is for recruitment purposes only."

Job Reference No: A05534
EA Licence No.: 13C6733
EA Registration No.: R1333454