Quant jobs / OCBC

Manager / AVP, Quantitative Model Analyst

A model validation role in a bank's independent risk team, covering pricing, risk and ALM models as well as machine-learning models. You build benchmark models and report to front office and risk control.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Validate pricing and statistical models by building independent replications
Benchmark models against alternatives, including machine-learning approaches
Write validation reports and discuss them with front office and risk teams
Lead internal projects needing quantitative expertise

What they ask for

Required

Quantitative finance model development, validation or pricing
Stochastic calculus
Monte Carlo and PDE methods
At least one programming language
Independent project delivery
Communicating complex ideas simply

Preferred

C#, C++ or Python

Education: Degree in maths, computer science, physics, engineering, statistics, data science or quantitative finance
Experience: Prior quant finance experience in model development, validation, pricing or risk (years not stated)
Languages and tools: C#
C++
Python
Markets: multi-asset

How to prepare

Replicate a derivative pricer with Monte Carlo and a PDE solver, then compare the results
Build a benchmark machine-learning model and compare it with a statistical model
Write a short validation report with tests, limits and findings
Review model risk management guidelines and how validators challenge developers

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on OCBC’s site before applying: requirements, location and pay can change after we check them.

View the posting on OCBC’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with OCBC and doesn’t handle applications.