Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire a Rates Quant Analyst to cover pricing globally across flow, vanilla & exotics products. Based in low tax Singapore, this is an excellent opportunity to work directly with the trading desks and a highly talented team of quantitative colleagues. Rates is ideal, but will consider very talented candidates with a Credit or Equity background!
Rates Analytics for Flow, Vanilla & Exotics
- Work with traders, structurers and modellers to execute product development plans
- Develop and maintain models for the pricing and risk management of rates products
- Deliver model documentation and testing material
- Improving and maintaining existing analytics
- Research alternative models and numerical techniques continually assess models published in industry or academic literature
- Provide day-to-day support to the business
SKILLS & EXPERIENCE:
- 3 - 8 years experience in an Interest Rate Quant role
- Strong academics in a quantitative subject (e.g. Financial Mathematics, Masters or PhD)
- Good C++ programming. (Familiarity with functional programming an advantage)
- Good knowledge of numerical methods, stochastic calculus and probability
- Rates is ideal, but will consider very talented candidates with a Credit or Equity background!