Front Office Quant Analyst – Rates & Cross Asset (VP)
Singapore
Ref: QAS-0908
SGD 220k-250k Base, Plus Front Office Bonus & Benefits
Global Investment Bank
Interest Rates Options / FX Options / Hybrid Options
A fantastic Front Office Quant Analyst opportunity has arisen within a leading Investment Bank in Singapore. You will work with the trading desk deliver analytics (C++) for pricing and risk, covering all asset classes. This is an excellent opportunity to increase your quant modelling skills, broaden your product knowledge, whilst working in a low tax country.
KEY RESPONSIBILITIES:
- Implement cross asset pricing and risk quantitative analytics for the desks
- Work with the trading desks to maximize revenue targets by delivering analytics across all asset classes
- Work on pricing, risk engine, internal model changes and contribute towards delivery of regulatory requirements
- Align and adhere to trading mandates, governance policies, processes, standards and external regulatory requirements
ESSENTIAL SKILLS & EXPERIENCE:
- Exotics modelling experience covering Interest Rates Options products and models
- Knowledge in FX Options or Hybrid Options advantageous
- Strong quantitative background programming in C++
- Extensive market knowledge
- Excellent analytical, communication and presentation skills
Contact us
+44 20 7589 8000
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