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Jobs in Singapore   »   Jobs in Singapore   »   Quantitative Analyst
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Quantitative Analyst

Malayan Banking Berhad

Responsibilities:-

Develops, implements, maintains and analyses quantitative/econometric behavioural models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning. The team works closely with trading, structuring, risk management and technology to provide analytics for decision making. This involves developing models and algorithms able to accurately calculate the value and risk of the financial products that GM offers.

  • Implement and maintain new or modified models into the production environment;
  • Assist in the development or upgrade models for use in a variety of critical applications;
  • Work closely with senior quants to resolve model issues, improve models and analytics;
  • Produce analytics in support of model development and production or other business needs that require employing statistical methodologies and/or data processing skills;
  • Collect data from various sources, perform analysis and interpret results to assist in making impactful business decisions;
  • Regularly review the performance monitoring of assigned models and methodologies;

Requirements :

  • Master degree with subject of: math, computer engineer/science, physics or other engineering domain;
  • 3 to 5 years working experience in financial industry, preferably in global market business or support line;
  • Familiar with financial market products of interest rate derivatives, FX derivatives;
  • Working knowledge on Python, VBA. C++ is optional;
  • Team player, motivated by Quantitative related works;
  • Excellent written and verbal communication skills.
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