Lico Resources is partnering with a leading global financial institution provider that is driving innovation across multi-asset platforms and risk management solutions. This organization is known for its strategic influence in capital markets and its commitment to forward-thinking risk methodologies.

Quantitative Risk Analyst (SVP Level)

Location: Singapore

An exciting opportunity has arisen for a skilled Quantitative Analyst to join a high-impact Risk Quant & Models team. This role offers a unique chance to shape the development of advanced financial risk models that are central to the organization’s strategic growth and governance. Positioned at the intersection of quantitative research and business application, this role is ideal for someone eager to contribute across the entire model lifecycle—from conceptualization to deployment and stakeholder advocacy.

Key Responsibilities:

• Lead the end-to-end design and development of risk models covering margin, liquidity, credit, and stress testing frameworks.
• Translate conceptual risk frameworks into robust Python-based analytical tools and model code.
• Conduct rigorous sensitivity and scenario analyses to ensure model resilience and compliance with risk governance standards.
• Collaborate closely with internal risk teams, policy stakeholders, and business units to align model design with strategic objectives.
• Communicate complex quantitative outcomes in a clear, accessible manner to both technical and non-technical stakeholders.
• Partner with external regulators, market participants, and industry bodies to advocate for model adoption and alignment with industry practices.
• Apply statistical methodologies to identify emerging risks and inform decision-making processes.
• Maintain a strong awareness of evolving market conditions, regulatory developments, and modeling techniques.
• Contribute to the research and innovation of new risk assessment methodologies tailored for multi-asset classes.
• Utilize Git and Jira for structured model development and version control in a collaborative, agile environment.
• Support production-readiness by ensuring model scalability, stability, and integration with enterprise systems.

Qualifications & Experience:

Must-Have:

• A bachelor’s degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Statistics, or a related field.
• Proven experience in building and validating financial risk models within a financial services or capital markets environment.
• Proficiency in Python for quantitative analysis and model development.
• Solid understanding of risk concepts, financial products, and market dynamics.
• Strong analytical mindset with a natural curiosity to explore, question assumptions, and improve existing methodologies.
• Excellent verbal and written communication skills, particularly in explaining technical concepts to diverse audiences.
• Familiarity with version control tools (e.g., Git) and agile tracking systems (e.g., Jira).

Nice-to-Have:

• Experience with SQL or other data querying tools.
• Exposure to production-level model deployment in enterprise systems.
• Knowledge of regulatory frameworks related to financial risk.

If you are interested in this role, please send us your updated resume today to [email protected] quoting reference number A07914. Please note that only shortlisted candidates will be notified.

"Data provided is for recruitment purposes only."

Job Reference No: A07914
EA Licence No.: 13C6733
EA Registration No.: R1333454