Executive Director - Audit Model Risk Management

Mandatory skills required:

- Comprehensive understanding of quantitative finance, model development, and validation frameworks

- Strong financial mathematics background with expertise in stochastic calculus, statistics, and numerical methods

- Experience managing and developing technical teams

- Extensive market knowledge across asset classes and experience in risk managing derivative products (IR, FX, Credit, Equity, Inflation, etc.)

- Strong project management capabilities and demonstrated ability to deliver under pressure

- Excellence in stakeholder management at senior levels

- Outstanding written and verbal communication skills

- Proven ability to challenge and influence senior stakeholders while maintaining professionalism

Skills that are good to have :

- Previous audit experience advantageous

- Proficiency in programming languages, preferably Python, and experience with data analytics

- Relevant professional certifications (FRM, PRM, etc.) preferred

Will this be a team handling role? If yes, please confirm the team size :

- No direct reports but help manage a team of 5 quant auditors across regions

What is the existing team structure and who will this individual report to?

- Reporting to the Global Head of Model Risk Management Audit based in Singapore

- Master's or PhD in quantitative sciences, with 12-15 years of relevant experience in model risk management, including relevant experience as a practitioner (developer of validator)

- Proven track record of leading complex model risk assignments in a global financial institution

- Deep expertise in pricing and risk models design, development, calibration, stress testing and validation. The experience should be in 1 st or 2 nd line of defence functions at an institution dealing with complex capital markets products trading activities. Consulting experience would also be considered.

- Comprehensive understanding of quantitative finance, model development, and validation frameworks

- Strong financial mathematics background with expertise in stochastic calculus, statistics, and numerical methods

- Experience managing and developing technical teams

- Extensive market knowledge across asset classes and experience in risk managing derivative products (IR, FX,Credit, Equity, Inflation, etc.)

- Strong project management capabilities and demonstrated ability to deliver under pressure

- Excellence in stakeholder management at senior levels

- Outstanding written and verbal communication skills

- Proven ability to challenge and influence senior stakeholders while maintaining professionalism

- Independent thinking and strategic mindset

- Previous audit experience advantageous

- Proficiency in programming languages, preferably Python, and experience with data analytics