Quantitative Risk Advisory Professional
An exciting opportunity has arisen in the Deloitte SG Regulatory and Financial Risk advisory team, as a quantitative consultant. As a contributing member of the RFR advisory team within the financial services industry assurance practice, you will be providing business advisory services to a portfolio of diversified financial service clients across a range of topics, including Climate Risk modelling, cross-asset Derivatives Valuation, Capital Methodology and AI Model Validation services.
Responsibilities:
Your scope of work will include assisting clients with the following:
- Supporting quantitative modelling for complex and evolving areas such as Climate Risk Stress Testing and AI Model Validation
- Supporting quantitative analysis for Markets & Treasury products/models as well as Capital Methodology (e.g. FRTB, SACCR)
- Supporting IFRS 13 & IFRS 9 complex instrument valuation projects and answering questions from audit engagement teams
- Supporting the development of material for industry consultations and thought-leadership on regulatory matters
- Assisting the team in developing technical solutions and/or value adding propositions
Pre-requisites:
- A minimum of 2 years prior experience in a prior Banking or Consulting quantitative role (e.g. FO Quant, Model Validation or Capital Methodology quant). Although less work experience will be considered if you application demonstrates extremely strong and relevant academic rigour.
- Strong academic background, with a minimum of a masters in a quantitative discipline (Mathematics, Physics, Financial Engineering) with a solid grounding in stochastic calculus
- Cross-asset derivatives pricing knowledge including awareness of Regulatory capital and XVA methodologies is a plus.
- Proficient in either Python, C++ or C# with financial library development experience. Additional coding experience in R and VBA also advantageous.
- Solid analytical, writing and communication skills and ability to work independently.
- Team player with high personal standard of ethics, integrity and commitment to fulfilling the objectives of the position.
If you believe you have what it takes, kindly send in your Resume and Covering Letter by 30th Nov 2024.
We regret that only shortlisted applicants will be notified.
