Quant Risk Model Validation Specialist (VP)

Quant Risk Model Validation Specialist

Singapore-based: Open to internationally mobile applicants.

Our Singapore-based client is seeking a Quant Risk Model Validation Specialist to provide independent validation and oversight of a broad range of quantitative risk models. The successful candidate will support new product development and contribute to risk digitalisation and AI initiatives.

Duties :

• Perform independent validation of risk models to ensure accuracy, robustness, and fitness for purpose (models include margin, credit stress testing, derivatives pricing, collateral, liquidity stress, credit rating, and VaR models.)
• Provide risk evaluation and validation support for new products, including assessment of model design, assumptions, and risk controls.
• Ensure risk models are compliant with regulatory requirements.
• Contribute to risk initiatives, e.g. climate scenario analysis.
• Drive digitalisation of model validation, expanding automation capabilities through the effective use of analytics and AI.
• Promote the responsible use of AI in risk management.

Requirements :

• Masters degree in data science, quantitative finance, engineering, mathematics or statistics.
• CFA, FRM, or CQF certified.
• 10+ years of progressive experience in risk analytics, model development, or model validation.
• Strong understanding of derivatives pricing models.
• Solid knowledge of market risk, including risk factors, stress testing, VaR, mark‑to‑market, and risk sensitivities across asset classes.
• Detailed understanding of capital markets instruments: fixed income, equities, FX, and commodities.
• Exposure to credit risk modelling is advantageous.
• Strong technical skills in Python, with experience implementing solutions in environments such as JupyterLab and using modern AI‑assisted development tools (e.g. Claude Code, Gemini), version control (e.g. Bitbucket).
• Experience in developing, testing, implementing, and supporting analytics or risk solutions.
• Comfortable working with large datasets, data warehouses, and SQL.

The ideal candidate will combine deep quantitative expertise with strong technical and problem-solving skills, gained through experience in risk model development, validation, or risk analytics.

This is an excellent opportunity for an intellectually curious professional seeking exposure to a broad range of financial products, advanced risk methodologies, emerging technologies, and strategic initiatives that sit at the forefront of modern risk management.

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 by 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.

SLOANE | SHOREY

Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307

Quantitative Risk Management | Model Validation | Model Risk | Financial Engineering