Snr Quant, Cross-Asset Derivatives Advisory (Snr Assoc, AVP), Dir) Singapore
Total to $200k SGD + Benefits
Global Quant Consulting Firm
Risk, Valuation, Capital, FRTB, XVA, LIBOR, Algo Models, Mod Val, etc.
Situated in the dynamic, low tax country of Singapore, this fast-growing Quant Advisory Firm seeks to recruit Quant Analysts to work in a respected team providing quant modelling expertise & advice for their banking and Insurance clients across APAC. You’ll need strong capital markets experience, in any asset class, gained in either in a Model Val, FO Quant, or a Capital Methodology quant capacity.
As a lead member of the quant advisory team, you will work on a range of topics, including cross-asset Derivatives Valuation, Capital Methodology and Algorithmic Assurance services.
- Advise on implementation of new regulatory obligations (e.g. LIBOR Transition)
- Quant analysis for models as well as Capital Methodology (e.g. FRTB, SIMM)
- Quant review for complex and evolving areas such as Algorithmic Trading and ESG metrics
- Quant support for Exotic Derivatives valuation
- Participation in industry consultations and thought-leadership on regulatory matters
- Oversee in-house quantitative advisory, training and knowledge management
- Assist with day-to-day management of the team (x5), training and mentoring juniors/grads.
- 3-5 years in a banking Quant role e.g. FO Quant, Model Validation or Capital Methodology
- Cross-asset derivatives pricing with awareness of Regulatory Capital & XVA methodologies
- Minimum of Masters in a quant discipline (Maths, Physics, Fin Eng), with solid stochastic calculus
- Proficient in either C++ or C# with financial library development experience.
- Additional coding in Python, R & VBA advantageous.
- Solid analytical, writing and communication skills and ability to work independently