- Permanent, Full time
- Space Executive Pte Ltd
- 12 Aug 18
The candidate is expected to come from a strong mathematical and numerical background and be familiar with working on pricing, simulation and related software.
- Proven exposure of large project/programme involvement in financial markets.
- In depth knowledge of a range of financial derivatives, particularly IR, FX and commodities.
- Comprehensive understanding of Monte Carlo simulation with one and two factor stochastic models.
- Knowledge of Credit and Market Risk modelling techniques
- Detailed knowledge of core Java/C++ or other OO language and experience in developing scalable, multi-threaded applications
- Good understanding of OO design principles and patterns with particular application to the financial domain