Senior Quantitative Analyst

Location: Malaysia
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Up to RM168000.00 per annum
REF: BBBH252006_1634116472


Job Description

  • Perform validation of models to mitigate significant and material model risk as well as quantitative modeling / risk analysis for traded/ non-traded market risk quantification.
  • Liaise with users within business and risk to clarify/ resolve query/ issue for model development/validation.
  • Liaise with external system vendors clarify/ resolve query/ issue for model validation.
  • Provide assistance to Supervisors on new product PRA/ OR sign-off.
  • Perform research and develop new quantitative modeling tools.
  • Conduct process improvement initiatives via automation, simplification.
  • Undertake other ad-hoc tasks as assigned by Supervisors/ Head of Department/ Management from time to time


Requirements

  • Degree in quantitative disciplines i.e. Financial Engineering, Actuary, Econometrics, Mathematics/Statistics with minimum 6 years related experience.
  • Candidate with FRM or PRMIA will be an advantage.
  • Pre-requisite knowledge in financial mathematics and financial instruments.
  • Prioritize to candidate who has IT programming knowledge (e.g. VBA, C++)



To apply, please click "APPLY NOW" or email Atiqah Roslan at atiqah.roslan@ambition.com.my. Data provided is for recruitment purposes only.

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

JTK Number: JTKSM 995 | Company Registration Number: 201301019088 (1048918-T)