2012 listing - Department of Mathematics

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(13 August 2012)
Front Office FX/IR Quantitative Analyst in Markets, AMMB (1 to 2 positions)
Background
1. The Quant department is responsible for developing Quantitative Library for pricing and risk
management purposes. The focus has been on Interest Rate and FX pricing tools which are used
by our front office traders and structurers.
2. The Quant department also assists in the validation process of existing trading system and risk
management system.
Requirements
The candidate is expected to contribute/assist in the development of the library and assist in any
matters that require quantitative expertise.
The requisite skillsets are:
 Proficient in stochastic calculus
 Proficient in pricing methodologies ie Monte-Carlo simulation methods, tree method, PDE
 Proficient in numerical algorithms i.e. comprehension and its implementation. For example:
Levenberg-marquadt, finite difference etc..
 Proficient in a programming language ie. VBA / C++
 Able to demonstrate proficiency in pricing of basic derivatives/first generation exotics for IR/FX
derivatives i.e. vanilla swaps, options(call/puts ) etc. with regards to comprehension and its
efficient implementation.
The following skillsets are not critical, but would be advantageous:
 Familiarity with QuantLib i.e. how to call/use the functions in it
 Familiarity with the numerical algorithms in Numerical Recipes in C++ and how to use /call the
functions in it
 Familiarity with the Standard Template Library(C++)
 Familiarity with the various short rate models and market models.
Contact
Teh Kah Hin, Senior Quantitative Analyst, teh-kah-hin@ambankgroup.com
(13 August 2012)
Postdoctoral Fellowship - Medical Image Analysis and Visualization, GE London
Job description/responsibilities
The Digital Imaging Group of London is seeking an exceptional candidate to fill ONE postdoctoral
fellowship that is available with GE Healthcare in London, ONT, Canada.
The successful candidate will conduct cutting-edge research in the field of medical image analysis and
visualization, with leading researchers from GE Healthcare, Western University, Robarts Research
Institute, Lawson Health Research Institute and the London Health Sciences Centre. Other opportunities
will include direct interaction with radiologists for problem definition, solution development, and
validation.
Requirements
 Exceptional scholars with (or working towards) degrees in computer science, electrical
engineering, computer engineering, or engineering discipline
 Interdisciplinary background in some of the following areas is also a necessity: image processing
and visualization, computer vision, pattern recognition
 The successful candidate must also have a proven record in research, innovative thinking, realworld problem solving and fast prototyping
Interested applicants are to submit a cover letter, CV and three representative publications to
Shuo.Li@ge.com (use “GE-London-Postdoc” in the subject line).
(31 July 2012)
Analyst, Camomile International
Job description/responsibilities
 Understanding and commenting on the macro-economic environment
 Research on specific sub-sectors as defined by senior management
 Detailed analysis on multinational companies, their business models and financial statements
 Building excel models using Bloomberg data
 Development of presentations
Requirements
 A pro-active self-learner with an entrepreneurial drive, an eye for detail and has the ability to
manage processes and data in an effective manner, capable of understanding conceptually
complex issues and adaptable to changes.
 A team player, with sound interpersonal and communication skills.
 A Finance, Accounting or Business degree with 0-3 years experience.
 Strong excel and preferably database skills, as well as Bloomberg.
 If you are not a business graduate but have a good understanding of finance and accounting,
you are welcome to apply.
Interested applicants are to submit their application at http://impactsg.jobstreet.com/Jobs/jobdesc.asp?aid=6912&jid=3144440&did=41&gf=0&30103411
(5 July 2012)
Research Geophysicist, CGG Veritas
Job description/responsibilities
 Develop innovative new idea and implement into the production processing system
 Support APAC production processing including implementing new options, fixing software problems,
and answering technical inquires
 Communicate developed technology solutions to other research groups company wide
 Interact with clients and present works in major conventions
Requirements
 PH.D. in Geophysics, Applied Mathematics, Physics, or Engineering
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Extensive experience in scientific programming (C, C++, or Fortran)
Hands-on experience with signal processing or wave propagation is an advantage
Strong team player
Interested applicants are to submit their application to http://www.cggveritas.com/careers . Refer to
attached for more information.
(28 May 2012)
Risk Analyst/Senior Risk Analyst, Investment Risk & Performance, Government of Singapore
Investment Corporation (GIC)
What you will be part of:
Wanted: Someone with a keen interest in spotting, anticipating and managing risks across a whole
gamut of asset classes. You will be a vital member of the Investment Risk and Performance team tasked
to provide performance and risk analysis for a range of investment products like public and private
equities, natural resources and real estate. Before specific investment decisions on specific assets can be
made, it is your work – raising the efficiency of risk-taking and giving an independent assessment of
investment risks – that will make the difference.
What you will be responsible for:
 Performing qualitative and quantitative analysis on investment portfolios to identify drivers of risk
and performance
 Monitoring market developments and assessing the impact to GIC’s investments
 Proactively highlight or escalate risk issues/concerns
 Participating in research projects in the area of risk management
How you can qualify:
A good Degree in Engineering, Statistics, Mathematics, Quantitative Finance or related fields of study
and up to 3 years of relevant working experience in a financial services organisation. You should have a
good understanding of financial instruments, investment processes and capital markets dynamics.
Teamwork, good interpersonal and communication skills are must-haves, while proficiency in end-user
computing (e.g. VBA, SQL, MATLAB, etc) would be considered a good-to-have.
Interested applicants are to send their CV with contact details to Ms Foo Kah Yie (fookahyie@gic.com.sg).
(25 May 2012)
Market Strategy Data Expert, ServiceSource
Job Description
 Perform data mining and analysis to support sales and market intelligence
 Perform various statistical analysis using data from various sources to identify trends and
relationships
 Analyze large amounts of data to develop predictive models of end user behavior
 Identify opportunities for sales effectiveness and efficiency on existing end user base, including
cross-sell, up-sell opportunities
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Support development of sales programs based on the above analytics: develop hypothesis, model
potential outcome, and help detail sales activities to capture the identified opportunities
Analyze sales programs in progress to identify required adjustments and changes in the program as
well as on the analytical models
Capture feedback from sales people and sales data to refine analysis and models
Work closely with Telesales teams to understand needs and challenges of each account and
geography to improve analysis and models
Support build analytical fact-base for change proposals to account executives
Requirements
 PhD graduates in Mathematics, Operations Research, Statistics, Computer Science, Physics or
equivalent qualitative training
 Experience in querying large, complex data sets; proficient with relational database, and
spreadsheets (i.e., Excel)
 Proficient in advanced SQL and analytical tools (SAS, Business Objects, Matlab etc.)
 Ability to work in a fast-paced environment, to meet challenging deadlines and to manage multiple
projects at the same time
 Able to work independently when necessary but within a team environment
 Demonstrate confidence, competitiveness, thoroughness and resourcefulness to meet objectives
 Good verbal and written communications skills; able to effectively communicate with team
members, management and sometime customers to gather requirements and present data and
results
Interested applicants are to send their CV with contact details to Ms Jillian Lim (jilim@servicesource.com)
(9 May 2012)
Quant (Model Validation) Positions for PhDs in Buenos Aires, Argentina
Job Description:
The role will require working closely with the quant and model validation teams of our clients.
Responsibilities:
Key responsibilities include
1. Creating and reviewing derivatives pricing/risk models and the relevant documentation
2. Understanding the underlying mathematical, numerical and financial methodologies
3. Developing and executing various model test plans
4. Writing/modifying model implementation scripts
5. Analyzing and reporting results
The job requires the candidate to work closely with experienced PhD Quants of our clients.
Asset classes involved: Fixed income/Interest rate derivatives, credit derivatives, structured products,
commodities and equity derivatives.
Candidate Background:
 Good Math skills and excellent knowledge of Stochastic Calculus, Partial Differential Equations and
Numerical methods
 Finance/Financial mathematics knowledge desirable but not essential
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Willingness to work in the Quant finance area
Should have done reasonable amount of programming; C++ preferred
Derivatives Pricing/Valuation or Model validation experience would be a plus
Excellent written and verbal communication skills (English)
Location:
Buenos Aires, Argentina
About CRISIL GR&A:
CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research
and analytics services to the world's leading commercial and investment banks, insurance companies,
corporations, consulting firms, private equity players and asset management firms. CRISIL GR&A
operates from research centers in Argentina, China, India and Poland, providing research support across
several time zones and in multiple languages to global organizations. It has deep expertise in the areas
of quant finance, equity research, fixed income research (covering global economies, 150 global sectors
and over 3000 global companies), valuations, pricing complex derivatives, structured finance, risk
management, actuarial analysis and business intelligence.
Candidates who completed or are completing their PhD in the next few months can also apply. Contact
or sent CV with contact details to Ashwath Mahadev Subramanian (Assistant Manager – Talent
Attraction) at ashwathms@irevna.com.
(17 April 2012)
Lead Analysts for Risk Portfolio Management – Credit Portfolio Modelling, OCBC Risk Management
The successful candidates will be key members of a team with responsibilities covering the following
areas:
 Development of portfolio analytics incorporating key risk/return dimensions for holistic review
of the Group’s portfolio
 Work with key stakeholders e.g. business units and Group Finance on portfolio management /
assessment initiatives
 Enhancement of the Group’s internal risk capital assessment and risk appetite framework,
including the progressive rollout to key subsidiaries
 Review of the Group’s risk appetite, as well as assessment of concentration and emerging risks
 Enhancement of stress testing capability and methodology
 Lead the development of the integrated risk management framework
 Perform independent validation of internal credit risk rating models to assess that the models
are fit for purpose
Reporting to:
 Team Lead, Credit Portfolio Modelling
Requirements:
 MSc or higher qualifications with strong analytical, quantitative and computational skills
 Good understanding of risk management concepts, e.g. Basel II or other risk types such as
market risk and ALM
 Able to multi-task in a complex and changing environment
 A team player as well as able to work independently
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Able to communicate effectively
Strong working knowledge of Microsoft Office applications
Send CV to Ms Pamelyn Khoo (PamelynKhoo@ocbc.com)
(16 March 2012)
Associate Editor/Editor (Mathematics), Global MNC (company confidential; recruitment through
agency)
Editor responsible for publications in Mathematics - Fresh Master needed with research background.
Our client is US MNC in publishing industry. They provide Science, Business, research information,
product solution etc. to global customers. Due to expanding in APAC, they are looking for Editor
(Mathematics) to join Asia Team. Only for Singaporean or Singapore PR.
Reporting Lines
 Reports to the Editorial Director (Global Publishing Unit Mathematics / Business & Economics /
Human Sciences)
Responsibilities
 Actively building up author/editor/reviewer network among South-East and East Asian scientific
community
 Keep abreast of the latest development of responsible subject areas, focus on emerging or hot
topics as well as interdisciplinary researches.
 Plan, acquire and manage Editorial Projects with South-East and East Asian authors/editors directly
or in cooperation with local/regional partners.
 Editorial Projects include journals, books, proceedings and electronic products.
 Be responsible for the quality of the Editorial Projects, including metadata, academic content,
language, layout, etc.
 Work closely with the Editorial Director and editors from GPU Mathematics / Business & Economics
/ Human Sciences by subject disciplines to achieve the targets assigned by the company.
 Help present company’s overall mathematics program at conference exhibits in South-East and East
Asia.
Requirements
 Master, or higher, in (applied) Mathematics, preferably acquired in a foreign country.
 Excellent interpersonal and communication skills.
 First class presentation skills, fluent written and spoken English.
 Ready to travel within South-East and East Asia. Initially 50% travel is required /expected.
 Strong organizational skills, detail oriented, and capable to handle multiple priorities.
 Highly motivated with a sense of self-discipline and of entrepreneurial interests.
 Previous working experience in international STM publishing industry helpful.
 Proven mastery of Office applications including Word, PowerPoint, Excel and Outlook.
Submit CV to Ms Rebecca Zhao of People Profilers Pte Ltd at rebecca@peopleprofilers.com. For further
information on the job, call Ms Zhao at 65949881.
Existing science students who require assistance on the application and selection process (e.g. writing
CV, preparing for interviews), please make an appointment with Ms Wendy Lee at
wendy.lee@nus.edu.sg (Career Advisor at Office of Student Affairs (NUS).
(29 February 2012)
Assistant Director/ Senior Executive (Operational Studies), Ministry of Home Affairs
The Ministry of Home Affairs (MHA) aspires to be world-class in delivering a safe and secure home for
our people. Our vision is aligned to the national vision of Our Best Home. In pursuing our mission to help
make Singapore safe and secure, we remain always constant and true to our core values of Honour and
Unity.
Responsibilities
• To model via mathematical methods or simulation, business flow and processes so as to quantify
the deficiencies and advise on the areas of improvement.
• To manage complex operational study and to liaise with clients and consultants so as to ensure the
strategic objectives are delivered and the milestones meet the expectations of management.
• To perform quality checks, review and analyse study methodology and results.
• Based upon the quantitative findings, makes recommendations to the management and assists in
the implementation of new business practices.
• To evaluate the implementation efforts, especially the practicality and implications.
Requirements
• A good degree from a recognised University
• Background in operations research and related discipline like Industrial Engineering, Mathematics is
required
• Fresh graduates with good honours are welcome to apply
• Candidates must be good problem solvers, with exceptional mathematical skills (such as probability,
statistics, optimisation etc.)
• Knowledge in modelling and simulation, probability, and mathematical programming is needed.
• Familiarity with manpower modelling is an advantage
• Singapore Citizen
Application closes 23 March 2012. Apply online at
http://careers-gov-jobs.jobstreet.com.sg/jobs/jobdesc.asp?eid=1612&jid=91033213&did=50&type=0&its=0&src=8&itn=0
(1 February 2012)
Client Solutions Associate, Passion Global
Passion Global is a professional services firm providing actuarial and portfolio management and
reinsurance services. The company is licensed by Monetary Authority of Singapore. We provide superior
insurance, reinsurance and retrocession solutions supported with value-added actuarial and portfolio
management consultancy to assist Insurance Organisations to meet their strategic and business
objectives.
With additional key Client appointments and the opening of new offices in Asia, we are looking to
recruit independent, focused and dynamic professionals to support and service these Clients.
The candidates are responsible for interfacing with clients and reinsurance partners to develop and
implement tailored reinsurance solutions.
Responsibilities
1. Provide key Consulting support in the following areas in life, health and group insurance
business:
a. Insurance Risk Product development
b. Actuarial pricing of insurance portfolios
c. Business Underwriting Support for Group business
d. Medical Underwriting
e. Advice on distribution strategy
f. Portfolio underwriting
g. Online actuarial risk management systems for health insurance
h. Profit management of portfolios
2. Analyze and identify client challenges, frame strategic imperatives and goals, position solutions
that align with client objectives and improve client performance
3. Create and deliver innovative solutions including our web-based Rethink platform to enable
clients to manage their risks effectively.
4. Possess strong communication skills to synthesize complex issues and communicate into clear
messages
5. Provide reinsurance placement support for all practice areas
6. Provide reinsurance operations support to the firm
7. “Sense and respond" to client issues and position ideas to ensure smooth and efficient
administration of reinsurance programs
Experience and Qualification
1. Must be a team player with good communication and problem-solving skills
2. Tertiary Qualification preferably in Mathematics, Statistics with strong computing background
3. Preferred 1-2 years working experience.
4. Fresh graduates will be considered for the role.
Passion offers competitive salaries and benefits to the right candidates.
Only short-listed candidates will be notified.
Contact:
HR Manager at recruitment@passion-global.com
Company URL: www.passion-global.com
(16 January 2012)
Fixed Income & Derivatives Analysts, Silverdäle
Sri Silverdale Opportunities Fund is a Financial Services Commission, Mauritius, authorised hedge fund.
The fund is supported by the Silverdale team which has hands-on experience of rising over USD4 billion
of investments and managing assets exceeding USD 400 million.
At Silverdale, growth and evolution is the way of life. As individuals, one can’t reach our ambitious
growth targets, but as a team we can surpass them. We seek create that team. We seek professionals
passionate about investing:
Position:
Fixed Income & Derivatives Analysts
Experience:
Minimum 2 years (on Buy side)
Location:
Singapore
Education:
A post graduate degree is a must; preference would be given to those basic
programming skills, those with experience beyond fixed income market (e.g. equities or
forex), and with specialisation in Quantitative techniques.
Candidate Profile:
Self-driven sharp finance professionals who are passionate about applied mathematics
in investing. The candidate should thrive on challenges, comfortable with real-life
uncertainties and manage strict timelines. Strong fundamentals, good communication
skills, and team spirit are a must.
Responsibilities:
Assist fund manager in investment decisions be seeking arbitrage opportunities
(through F&O, special situations, etc.), higher Sharpe ratio, preparing investment notes,
etc.
Reporting to:
Chief Investment Officer
Career Path:
Training will be largely on-the-job, duly supplemented by mandatory and desirable
external training and seminars. Candidates can expect to progress to fund management
responsibilities in two to four years depending on aptitude, prior experience, and trackrecord.
Application:
Please send (in MS Word) detailed CV to careers@silverdalegroup.com. Short-listed
candidates would be required to pass written examination and interview. Please
mention position applied for, Candidate name and contact mobile number in subject
line of all communications.
Closing date:
1 Feb 2012
(16 January 2012)
Research Analyst/Associate , NUS Risk Management Institute
Job Scope:
1. Main task is to work with senior researchers and study the default risk of the insurance sector,
including:
 The economic impact that clustered defaults would have on the policyholders.
 Run a comparative analysis across regions, accounting for demographical, institutional and
regulatory differences.
 Build a default model for individual and clustered insurance company default.
 Advance econometric methodologies amongst others to cope with the need of dealing with
longhorizon default prediction.
2. Be involved in the Credit Research Initiative
Skills Requirement:
 Strong analytical and research skills.
 Master’s degree in economics with financial background and strong skills in statistics and/or
quantitative finance.
 Strong programming ability in at least one programming language. Experience in Matlab is
advantageous.
 Familiarity with SQL.
 Knowledge and interest in the financial markets, financial institutions and default prediction.
 Eager and able to work in a dynamic environment.
 Independent worker with a great sense of accuracy.
 Meticulous and reliable team player with good interpersonal skill and motivated attitude.
 Fresh graduates will be considered. Final year students at universities in Singapore who are
expected to graduate in July 2012 can start working on a part-time basis and become a full-time
in July 2012.
 Working experience in the insurance sector is a plus.
Interested candidates should send detailed curriculum vitae to rmittyl@nus.edu.sg with the subject
heading “Research Analyst/Associate (Job Ref: 0112)”.
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