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- Posted 13 October 2021
- SalaryUp to RM168000.00 per annum
- LocationMalaysia
- Job type Permanent
- DisciplineBanking & Financial Services
- ReferenceBBBH252006_1634116472
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Senior Quantitative Analyst
Job description
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)