Snr Quant Developer - Cross Asset FRTB (VP), Singapore

Singapore
Ref: QDFRTB-1511
SGD 200k-240k Base, Plus Front Office Bonus & Benefits
Global Investment Bank
Front Office, FRTB, C++, Credit, Rates, FX, Commodities

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 trading desk. You will work on risk engine & internal model changes and the delivery of FRTB quantitative/ analytics whilst developing strong relationships with trading and across risk and finance.   Excellent front office opportunity in a low tax country!

KEY RESPONSIBILITIES:

  • 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 FRTB and other Regulatory measures

ESSENTIAL SKILLS & EXPERIENCE:

  • Strong development background: skilled in C++ with C# an advantage
  • Extensive experience working on Front Office applications
  • Strong cross asset product knowledge in any of: Rates, FX, Commodities, Credit
  • Experience implementing pricing and risk, PnL, VaR quant analytics for trading desks
  • Knowledge of pricing, risk, and other regulatory framework / requirements, distributed systems, grid computing, multi-tier architecture/design
  • Excellent analytical, communication and presentation skills
  • Minimum of degree educated in a Computer Science or related discipline