Front Office Quant Dev, Rates Curves (VP), Singapore

Singapore
Ref: QDC-1410
Total to $300k SGD + Benefits
Leading Global Investment Bank
Real-time Rates, Curves, Forwards, RAD, Python, Excel, e-Trading

Our client, a leading Investment Bank is building a new, real-time pricing & risk system and now seeks a talented Quant Dev for its Rates Curves trading group in Singapore. You’ll work with both Traders and the Quant team to build and maintain the Desk Tools for Rates Curves which support FICC trading for the bank.

You’ll need a thorough understanding of Rates Trading and the ability to work in a fast-moving, dynamic trading environment with an analytical approach to programming to deliver best tools to keep this leading trading group at the top of the market.

KEY RESPONSIBILITIES:

  • Deliver tactical Sales and Trading tools to mitigate risk, and to facilitate the transition to the strategic real-time pricing & risk system
  • Build relationships with Front Office users, Quant Researchers, and other teams across eRates Trading & technology
  • Define reporting tools for quantifying eTrading performance (revenue, risk and client service)
  • Maintain & enhance RAD toolset
  • Continuously develop customer service & performance metrics, and determine appropriate actions

ESSENTIAL SKILLS & EXPERIENCE:

  • Strong software development skills in languages such as Python, F#, Haskell
  • Knowledge of flow Rates (G10, EM), OIS, Swap pricing, Bond pricing, FWDs/Cross currency
  • Experience building & extending and analytics libraries
  • Experience with large scale real-time distributed systems and eTrading
  • Strong Excel skills – able to create add-ins/automation using languages other than VBA