FIC Quant - Tier 1 Investment Bank - Singapore

  • £100k - 150k per year + BONUS
  • Singapore
  • Permanent, Full time
  • GQR Global Markets
  • 14 Feb 18 2018-02-14

A leading Investment Bank in Singapore is proactively looking to recruit a front office modelling quant for Interest Rates products. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

A leading Investment Bank in Singapore is proactively looking to recruit a front office modelling quant for Interest Rates products. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location:  London, UK 

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists
  • Managerial Responsibilities

Requirements:

  • Interest rates/FIC experience 
  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++/C#/Python
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices. Utmost confidentiality and discretion is assured.