Quantitative Analyst - Commodities

  • GBP12000 - GBP180000 per annum + Bonus + strong benefits
  • Singapore
  • Permanent, Full time
  • iKas International , EA Licence No: 09C4763
  • 19 Sep 16

Our client, a leading bank with offices in Singapore are looking for a AVP level Quant with good commodities knowledge (physical or paper) to join their growing team.

Our client, a leading bank with offices in Singapore are looking for a AVP level Quant with good commodities knowledge (physical or paper) to join their growing team.

Key Responsibilities

  • Review and validation of front office derivative pricing models, focussed on Commodities models.
  • Implementation of benchmark models
  • Development of alternative models and methodologies in order to assess model risk.
  • Liaise with trading, front office quantitative analysts and developers, and market risk and valuation control analysts, to ensure speedy review and validation of new models and methodologies.

Key Requirements

  • Higher degree (MSc, PhD, DEA) in highly numerical subject such as mathematics or physics. A PhD is preferred. Candidates with educational backgrounds in less technical subjects such as economics, banking or finance will not be considered.
  • Strong knowledge of mathematics and stochastic calculus.
  • Sound judgement in assessing the strength and weaknesses of modelling approaches.
  • Three to seven years experience in either a model validation or front office quant role with at least two years experience in Commodities.
  • Knowledge of CM products.
  • Experience of implementing derivative valuation models in C++ in either a Front Office or Model Validation environment.

This is a great opportunity to work in a strong global financial institution and develop your skill base in commodities products and quantitative analytics. Please send your resume in Word format to Ben Hardman (R1218454) at bhardman@ikasinternational.com .

iKas International (Asia) Pte Ltd is a registered Employment Agency with the Singapore Ministry of Manpower (EA License Number: 09C4763)

iKas International (Asia) Pte Ltd is a registered Employment Agency with the Singapore Ministry of Manpower (EA License Number: 09C4763)