System Analyst – Quantitative Pricing & Risk

About the role

We are seeking a self‑motivated System Analyst with strong quantitative pricing and risk expertise to support our trading and banking operations across Singapore. The role focuses on delivering strategic change solutions for traded risk management and ensuring robust pricing models for multi‑asset derivatives.

Key responsibilities

• Develop and maintain X‑Asset derivatives pricing models (Monte‑Carlo, PDE valuation, XVA, PFE).
• Perform risk evaluation, sensitivity analysis, and support the trading book’s risk reporting.
• Collaborate with business stakeholders to align technical solutions with banking and trading domain requirements.
• Lead large‑scale, highly available application implementations and oversee the software development lifecycle.
• Influence cross‑functional teams to achieve alignment on risk and pricing strategies.

Required profile

• 6+ years of experience in derivatives valuation and risk assessment within a multinational or regional firm.
• Strong business domain knowledge of banking and trading books.
• Proven ability to influence senior stakeholders and drive alignment across the organization.
• Experience delivering large‑scale, high‑availability projects.

Required skills

• Python
• C++
• R
• Monte‑Carlo simulation
• PDE valuation techniques
• XVA and PFE modeling
• Derivatives valuation
• Quantitative pricing
• Risk evaluation and sensitivity analysis
• Software development lifecycle

What we offer

• Competitive monthly salary (SGD 7,000 – 9,500)
• Opportunity to work on cutting‑edge risk and pricing models
• Dynamic, multinational environment