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


  • 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 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)