SVP, Quantitative Risk Analytics and Model Development, Singapore
Sloane Shorey Consulting
Singapore
Financial Services
Employment Pass
S Pass
Job posted on June 15, 2026
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Job Description:
SVP, Quantitative Risk Analytics and Model Development, Singapore
We are mandated on a senior quantitative risk appointment, focused on advancing the firm's risk modelling and analytical capabilities.
This is not a traditional risk management role. We are seeking an individual with exceptional quantitative ability, strong mathematical intuition, and advanced programming skills who enjoys solving complex analytical problems as much as managing stakeholders.
The successful candidate will be expected to operate comfortably across probability, statistics, stochastic processes, modelling theory, data analysis, and software development.
Candidates should be capable of discussing quantitative concepts in depth, defending modelling assumptions, and translating theoretical frameworks into practical solutions.
Individuals from quantitative risk, quantitative research, derivatives analytics, model validation, systematic trading, quantitative finance, or related disciplines are likely to be most relevant.
Candidates with exceptional quantitative credentials, especially CQF holders with advanced Python programming capability and a genuine interest in pushing the boundaries of risk modelling, are encouraged to apply.
Open to global applications with visa sponsorship provided as needed.
SLOANE | SHOREY
Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307
Please note that some third-party websites may reproduce our job advertisements without authorisation. To ensure that vacancies remain current and applications are received correctly, candidates should apply only via LinkedIn or our internal careers site.
APPLY NOW
We are mandated on a senior quantitative risk appointment, focused on advancing the firm's risk modelling and analytical capabilities.
This is not a traditional risk management role. We are seeking an individual with exceptional quantitative ability, strong mathematical intuition, and advanced programming skills who enjoys solving complex analytical problems as much as managing stakeholders.
The successful candidate will be expected to operate comfortably across probability, statistics, stochastic processes, modelling theory, data analysis, and software development.
Candidates should be capable of discussing quantitative concepts in depth, defending modelling assumptions, and translating theoretical frameworks into practical solutions.
Individuals from quantitative risk, quantitative research, derivatives analytics, model validation, systematic trading, quantitative finance, or related disciplines are likely to be most relevant.
Candidates with exceptional quantitative credentials, especially CQF holders with advanced Python programming capability and a genuine interest in pushing the boundaries of risk modelling, are encouraged to apply.
Open to global applications with visa sponsorship provided as needed.
SLOANE | SHOREY
Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307
Please note that some third-party websites may reproduce our job advertisements without authorisation. To ensure that vacancies remain current and applications are received correctly, candidates should apply only via LinkedIn or our internal careers site.