Front Office Rates Quant, Singapore

Singapore
Ref: IRQS-2407
SGD Excellent Salary Package
Global Investment Bank
Rates Analytics for Flow, Vanilla & Exotics

Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire a Rates Quant Analyst to cover pricing globally across flow, vanilla & exotics products. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people whilst supporting a great trading team!  Rates is ideal, but will consider very talented candidates with a Credit or Equity background!

KEY RESPONSIBILITIES:

  • Work with traders, structurers and modellers to execute product development plans
  • Develop and maintain models for the pricing and risk management of rates products
  • Deliver model documentation and testing material
  • Improving and maintaining existing analytics
  • Research alternative models and numerical techniques continually assess models published in industry or academic literature
  • Provide day-to-day support to the business

SKILLS & EXPERIENCE:

  • 3 - 8 years experience in an Interest Rate Quant role
  • Strong academics in a quantitative subject (e.g. Financial Mathematics, Masters or PhD)
  • Good C++ programming. (Familiarity with functional programming an advantage)
  • Good knowledge of numerical methods, stochastic calculus and probability
  • Rates is ideal, but will consider very talented candidates with a Credit or Equity background