Front Office Quant Analyst – Rates & Cross Asset (VP)

Singapore
Ref: QAS-0908
SGD 200k-240k 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