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Quant Risk Model Validation Specialist at Sloane Shorey Consulting

Position Quant Risk Model Validation Specialist
Posted 22 Jun 2026
Expired 22 Jul 2026
Company Sloane Shorey Consulting
Location Singapore | SG
Job Type Full Time

Job Description:

Latest job information from Sloane Shorey Consulting for the position of Quant Risk Model Validation Specialist. If the Quant Risk Model Validation Specialist vacancy in Singapore matches your qualifications, please submit your latest application or CV directly through the updated Jobkos job portal.

Please note that applying for a job may not always be easy, as new candidates must meet certain qualifications and requirements set by the company. We hope the career opportunity at Sloane Shorey Consulting for the position of Quant Risk Model Validation Specialist below matches your qualifications.

Quant Risk Model Validation Specialist

Our 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 applications from outside of Singapore with visa sponsorship provided as required (relocation at candidate’s own expense).

Please apply only via LinkedIn 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 | Market Risk | Credit Risk | Financial Engineering

Job Info:

  • Company: Sloane Shorey Consulting
  • Position: Quant Risk Model Validation Specialist
  • Work Location: Singapore
  • Country: SG

How to Submit an Application:

After reading and understanding the criteria and minimum qualification requirements explained in the job information Quant Risk Model Validation Specialist at the office Singapore above, immediately complete the job application files such as a job application letter, CV, photocopy of diploma, transcript, and other supplements as explained above. Submit via the Next Page link below.

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