Full Time Assistant - Senior (Quantitative Analytics Jobs, Salary up to SGD 10,000 in EY - Maukerja

Your key responsibilities:

• Financial Derivatives Valuation and Business Valuation
• Work together within a team on multiple client engagements in daily independent valuation for a diverse range of financial instruments
• Assist in developing valuation models to assess a variety of linear and non-linear financial instruments by adopting option pricing theory, fixed income and structured finance models, Monte Carlo simulation, statistical analysis, and other quantitative analysis
• Perform model validation on derivative pricing models, risk management models and model parameter calibration models
• Provide assistance in review of fair valuation approach, methodology, and assumptions adopted by private equity and venture capitalist clients
• Perform portfolio valuation review for private equity, venture capital, and asset management companies with investments
• Value debt instruments such as straight bonds, convertible bonds, redeemable convertible preference shares
• Build financial models, such as Option Pricing Model and Binomial Tree Model, to value hybrid instruments
• Credit Modelling
• Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes
• Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenging the assumptions and basis of which the components are being derived
• Employ statistical modelling methodologies in performing validation and produce results to be analyzed from statistical as well as business perspective.
• Keep updated on industry developments in terms of regulatory requirements and best practice modelling techniques
• Write high quality model validation reports and/or presentations
• Project Management
• Technically contribute to managing projects which includes packaging overall project findings into clear, concise and high-quality deliverables
• Ensure all modelling tasks are completed timely
• Data Analytics
• Design meaningful application of data analytics to be used for auditing financial numbers including developing toolkit for data mining and work paper documentation standards
• Use data analytics to provide actionable, timely and accurate data to drive business insights around customer, regulatory risk, compliance, operations and financial to achieve greater return on investment.
• General
• Maintain and develop positive, productive, and professional relationships with clients
• Build valuable relationships with external clients and internal peers
• Challenge yourself to continually learn and teach, mentoring others while developing your own career through various exposures in client projects
• Take ownership of your projects, while collaboratively working with other team members