Front Office Rates Quant, Singapore Front Office Rates Quant, Singapore …

Millar Associates
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 03 Aug 20
SGD Excellent Salary Package
Millar Associates
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 03 Aug 20
SGD Excellent Salary Package
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

KEY RESPONSIBILITIES:

  • 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!
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