Desk Quantitative analyst - Front Office Quant

  • Competitive
  • Singapore
  • Permanent, Full time
  • Morgan McKinley Singapore
  • 15 Oct 18

Desk Quantitative analyst - Front Office Quant

My client is a top tier international bank who is looking for an experienced Front Office Quant developer/Desk Quant to join their robust and dynamic team. The candidate will have high visibility of the team and progression. The Ideal candidate should possess solid experience within pricing and risk models, managing interest rates and interest rates-hybrid products (Exotic products).

Responsilbilies

  • Provide quantitative analysis to traders, sales, structuring, and risk managers to support the Rates business in Asia
  • Research mathematical and financial implications of new models, derive analytical and numerical pricing algorithms using advanced mathematical and statistical techniques
  • Develop new and maintaining existing pricing models, improving the models whenever possible
  • Build tools used by structuring and trading to efficiently price and hedge Interest Rates and Hybrid products
  • Providing support and guidance to middle and back office teams on quantitative analysis related issues
  • Conduct quantitative analysis on the models as well as numerous financial products' pricing and risk profiles, perform back testing and performance testing



Essential Skills
  • PhD, Masters degree in Mathematics, Physical Sciences, Engineering or related Quantitative Science
  • 5-10 years experience in quantitative finance, ideally in desk quant roles
  • Expertise in stochastic calculus and financial modelling, ideally Interest Rates Vanilla and term structure modelling
  • Expertise in exotics products
  • Strong programming skills in C++ and clear understanding of algorithms and data structures
  • Experience with FX and Equities modeling, python

If you are qualified and interested in this role, please apply with your updated CV in WORD format below.

Morgan McKinley Pte Ltd
EA License No: 11C5502
Registration No: R1659128
License Name: Phea Dan Shuo, Bella