Front Office Rates Quant (VP, Dir), Singapore & London

Singapore & London
Ref: QARFX-0501
£££ Excellent Base plus Front Office bonus
Top-tier Global Investment Bank
Rates Modelling, Credit & XVA Modelling useful

The Quantitative Analytics group at this top-tier investment bank supports the front office businesses in trading & structuring a range of rates & Libor products. They now seek a talented Quant to support Curve & Term-structure modelling for Rates derivatives pricing and Libor migration.


  • Build & implement pricing models for Rates-linked Derivative 
  • Document & testing new and existing models
  • Support the analytics model library for the quants, trading & risk


  • 5+ years years analytic, modelling, pricing & risk skills gained in finance
  • Programming using C++, Python
    Understanding of Rates, Linear & Non-linear & Credit. XVA modelling a plus
  • Experience gained either at a bank or at a Risk software house developing derivative pricing models
  • MSc or PhD in Finance, Maths, Physics, Comp Sci, Econometrics, Stats or Engineering
  • Available for occasional international travel