Quant Anayst/ Financial Engineer for a BANK

  • Competitve +Relocation
  • Singapore
  • Permanent, Full time
  • Optimum Solutions , EA Licence No: 07C3330
  • 23 Sep 16

The position requires an experienced candidate with demonstrable skills in quantitative finance as well as the expertise to design, implement and maintain software solutions Company Reg No: 199700895N

This is a hands-on role requiring an experienced analyst to engage in a fast moving and large scale credit risk solution development program.  The candidate is expected to come from a strong mathematical background and be familiar with working on pricing, simulation and related software

  1. Understanding of Monte Carlo simulation implementation
  2. Understanding of counterparty credit risk & credit exposure calculation
  1. A Bachelor’s degree in a numerate subject (e.g. Math or Financial engineering degree)

Good understanding of a range of financial derivatives, particularly IR, FX and commodities

  1. working experience within a banking/financial markets technology environment.
  2. Detailed knowledge of core Java/C++ or other OO language and experience in developing scalable, multi-threaded applications