Job description
Your key responsibilities:
Maintaining existing models and implementing new models used for pricing and risk management covering Rates and Emerging Markets in Asia
Documenting and testing new and existing model
Your skills and experience:
Minimum of 2 years' working experience in a financial modelling function in financial services with a strong understanding of derivatives pricing
Minimum Master's Degree in a relevant subject such as Finance, Maths, Physics, or Computer Science with strong Math’s skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo)
Working experience in computing and programming skills in C++
Highly motivated with a keen willingness to learn and take on new challenges
Excellent communication skills, both written and verbal with attention to detail
Rajan Jothee - Senior Consultant - Singapore
[email protected] | +65 3158 1233
Company Number: 200914065E / EA Number: 16S8086
Registration Number: R1982475
'Sanderson-iKas' is the brand name of iKas International (Asia) Pte Ltd a registered Employment Agency (200914065E) with the Singapore Ministry of Manpower (EA License Number: 16S8086)
"Personal data collected will be used for recruitment purposes only"
About Sanderson
CEO: Jon Ball
Revenue: Unknown / Non-Applicable
Size: 201 to 500 Employees
Type: Company - Private
Website: https://www.sandersonplc.com/