Front Office Rates Quant – Flow & Exotics (VP), Singapore Front Office Rates Quant – Flow & Exotics (VP),  …

Millar Associates
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 16 Sep 19
SGD Excellent Salary Package
Millar Associates
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 16 Sep 19
SGD Excellent Salary Package
Our client, an establish Global Investment Bank, with operations across some of the most dynamic markets and a great reputation for state of the art technology, is looking to hire an experienced Rates Quant Analyst (Flow & Exotics) to cover pricing globally. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain exposure to other asset classes!

Front Office Quant Analytics

KEY RESPONSIBILITIES:

  • Maintain the in-house multi-asset class pricing and risk library used across the bank, for all types of products, including flow, vanilla and exotics
  • Improve existing and implement new models for the pricing and risk management of interest rates products
  • Produce analytics documentation and test material
  • Provide day-to-day support for all relevant business units

ESSENTIAL SKILLS & EXPERIENCE:

  • 3-7 years’ experience in a front office Interest Rate Quant Analytics
  • PhD or DEA or MSc in a quantitative field (Physics, Maths, Financial Engineering)
  • Good experience in interest rates modelling
  • Good C++ programming
  • Good knowledge of numerical methods, stochastic calculus and probability
  • Good communication skills (verbal & written English)
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