Quant Analyst, Singapore – IR or FX (1yr contract)

  • Up to SGD 200k Total Package
  • Singapore
  • Contract, Full time
  • Millar Associates
  • 23 Sep 16

Our client, a Global Investment Bank seeks to recruit an experienced Quant Analyst (IR or FX), with great C++ programming skills, for a one year fixed term contract role (possibility of extension) in Singapore. This is an excellent opportunity to work in a low-tax country and be exposed to highly quantitative models across the trading businesses!

Global Investment Bank, Singapore
Model Validation Team



  • Validate internally / externally developed models and pricing functions
  • Liaise with quant developers to facilitate speedy approval of new models
  • Assist market risk on trade approvals and finance on price verification methodologies
  • Understand regulatory requirements and market practices that impact assigned products
  • Comply with market risk policies & methodologies for existing and new products
  • Maintain good working relationships with front office quant and IT support groups


  • 3+ years’ experience in Quant Analytics (Front Office or Model Validation)
  • Experience covering either Interest Rates or FX products
  • Minimum of Masters (ideally PhD) educated in a scientific field
  • Excellent programming skills in C++
  • Good understanding of market risk management & measurement techniques
  • Able to assess strengths and weaknesses of modelling approaches
  • Sound understanding of financial markets and dealing activities
  • Strong mathematical, analytical, problem solving and communication skills