Vice President - Rates Options & Hybrids Desk Quantitative Analyst
Singapore, Marina Bay Financial Tower 2
R
SGD 162K-250K (estimate) Executive-level Full Time
Tasks
- Advise stakeholders on quantitative methodologies
- Analyze market trends
- Back-test models
- Build statistical models
- Collaborate with sales teams
- Conduct risk management analytics
- Create tooling for traders
- Develop analytical libraries
- Develop model calibration procedures
- Develop model estimation procedures
- Develop quantitative models
- Implement trading strategies
- Maintain shared pricing library
- Manage and mitigate risk
- Partner with IT on platform rollout
- Perform index strategy analysis
- Perform pricing model development
- Run relative value analysis
- Support front office infrastructure
- Test models
- Write technical documentation
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | C# | C++ | Credit IR Hybrids | Equity IR Hybrids | FX IR Hybrids | Financial Modeling | IR Options | Index strategy | Mathematics | Options Pricing | Python | Quantitative Analysis | Relative value | Risk Management | Statistics | VBA | XSLT
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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