Front Office Rates Quant – Flow & Exotics (VP), Singapore

Singapore
Ref: IRQS-2407
To $240K SGD + Excellent Bonus
Global Investment Bank
Front Office Quant Analytics

Our client, a leading Investment Bank, with operations across some of the most dynamic markets and a great reputation for state of the art technology, is looking to hire an experienced Rates Quant Analyst (Flow & Exotics) to cover pricing globally.  Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain exposure to other asset classes!

KEY RESPONSIBILITIES:

  • Maintain the in-house multi-asset class pricing and risk library used across the bank, for all types of products, including flow, vanilla and exotics
  • Improve existing and implement new models for the pricing and risk management of interest rates products
  • Produce analytics documentation and test material
  • Provide day-to-day support for all relevant business units

ESSENTIAL SKILLS & EXPERIENCE:

  • 3-7 years’ experience in a front office Interest Rate Quant Analytics
  • PhD or DEA or MSc in a quantitative field (Physics, Maths, Financial Engineering)
  • Good experience in interest rates modelling
  • Good C++ programming
  • Good knowledge of numerical methods, stochastic calculus and probability