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Quantitative Risk Analytics & Model Development Specialist (VP/SVP)

sloane shorey consulting • United Kingdom
Remote Visa Sponsorship Relocation
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AI Summary

Develop and enhance quantitative models across derivatives and securities products. Support new product development and contribute to risk digitalisation and AI initiatives. Analyse portfolio risk exposures and provide quantitative insights.

Key Highlights
Develop and enhance quantitative models across derivatives and securities products
Support new product development and contribute to risk digitalisation and AI initiatives
Analyse portfolio risk exposures and provide quantitative insights
Key Responsibilities
Design methodologies to measure market risk, counterparty risk, and stress scenarios
Support the risk framework, including initial margin, variation margin, and default risk modelling
Perform model validation, backtesting, and performance monitoring
Analyse portfolio risk exposures and provide quantitative insights
Contribute to stress testing frameworks and default management processes
Maintain and enhance analytical tools, systems, and data pipelines supporting risk analytics
Liaise with regulators and internal stakeholders on model methodologies and risk frameworks
Technical Skills Required
Python C++ SQL
Benefits & Perks
Visa sponsorship available
Relocation package provided
Remote work

Job Description


Quantitative Risk Analytics & Model Developer (VP/SVP)

Singapore-based: Open to internationally mobile applicants.



Our client is seeking a Quant Risk Analyst Model Development Specialist to challenge, evolve, and redefine how risk is measured and managed across complex, fast-moving markets


.
Based in Singapore, the position will play a central role in shaping next-generation approaches to market, counterparty, and liquidity risk, with a strong emphasis on innovation, robustness, and real-world applicabilit


y.
The successful candidate will support new product development and contribute to risk digitalisation and AI initiativ


es.
Key Responsibili


  • ties
    Develop and enhance quantitative models across derivatives and securities pro
  • ductsDesign methodologies to measure market risk, counterparty risk, and stress scen
  • ariosSupport the risk framework, including initial margin, variation margin, and default risk mode
  • llingPerform model validation, backtesting, and performance monit
  • oringAnalyse portfolio risk exposures and provide quantitative ins
  • ightsContribute to stress testing frameworks and default management proc
  • essesMaintain and enhance analytical tools, systems, and data pipelines supporting risk anal
  • yticsLiaise with regulators and internal stakeholders on model methodologies and risk frame


works
Requir


  • ements
    Advanced degree in a quantitative disc
  • ipline.Additional certifications desirable (CFA, FR
  • M, CQF)Experience gained in quantitative/risk modelling within derivatives, trading, or financial markets environments from a Tier-1 institution (investment bank, quant trading hous
  • e, etc)Deep understanding of market risk, counterparty risk, and margin method
  • ologiesExperience with model development, validation, and backtesting fra
  • meworksStrong programming skills (Python, C++, or s
  • imilar)Desire to push the envelope of AI and ML usage in risk man
  • agementDemonstrable passion for math problems and
  • puzzlesAbility to translate complex quantitative outputs into clear, actionable i
  • nsightsStrong communication skills and ability to work across multiple stake
  • holdersAbility to easily relocate to Si



ngapore

Open to international applications. Visa/employment sponsorship provided as


required.
Please apply here or our official careers


page only.
We do not advertise roles through third-party job boards, aggregators, or job scraping apps. Vacancies reposted elsewhere may be outdated and applications may not be received b


y our team.
We are only able to respond to applicants whose backgrounds are relevant to the mandate or our broader remit. Applications not considered relevant will not be retained within



our system.

S


LOANE | SHOREY
Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA


License 20S0307
Risk Analytics | Model Development | Financial Engineer | Python | CQF | PhD


| Quant Trading

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