Snr Quant Developer - Cross Asset (VP), Singapore

Ref: QDCA-0905
SGD 200k-240k Base, Plus Front Office Bonus & Benefits
Global Investment Bank
Front Office Quant Development, C++

A fantastic Snr Quant Developer opportunity has arisen within an Investment Bank in Singapore. As part of the Front Office Quants and Analytics team, you will implement pricing and risk analytics (cross asset) for the desk!  Any understanding of XVA framework (CVA, FVA, etc.) & CCR will be greatly advantageous.  This is an excellent front office opportunity in a low tax country!


  • Implement pricing, risk, PnL, and VaR analytics for trading desks (Rates, FX, Commodity, & Credit derivatives.
  • Design and implementation of distributed systems, multi-tier architecture, grid / cloud computing and software development lifecycle
  • Implementing pricing and risk quant analytics for trading desks
  • Release, build and deployment process management and improvement
  • Deliver CVA/FVA desk with tools to estimate Counterparty Default risk, funding, capital


  • Strong development background: skilled in C++
  • Extensive experience working on Front Office applications
  • Strong cross asset product knowledge
  • Experience implementing pricing and risk, PnL, VaR quant analytics for trading desks
  • Enjoys keeping pace with new technologies (client, server, web and  distributed systems, grid computing, multi-tier architectures)
  • Excellent analytical, communication and presentation skills
  • Minimum of degree educated in a Computer Science or related discipline