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

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

• 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