Quantitative Analyst, Rates
- Singapur, Singapore
- Festanstellung, Vollzeit
- Argyll Scott Singapore Pte Ltd , EA Lizenz Nr.: 11C3721
- 11 Jan 17
2:1 Advanced degrees (MSc/PhD level or equivalent) in quantitative or numerate subjects
A top tier international bank is looking to hire 2 Quantitative Analyst to validate the front office Interest Rates and Commodity Derivative models. You can expect to join a great environment with open culture and team of high calibre quants.
This is a challenging role where you will be responsible for independent review and analysis of pricing models used for valuation and risk across the bank.
- Understand the mathematical models and implementation methods used, products traded in these markets, and the associated risks inherent from trading these products.
- Where appropriate, independently verify models and numerical schemes for pricing of products in the validation library (predominantly written in C++).
- Communicate outcomes of your review and analysis with key model stakeholders including front office trading, front office quants, market risk manager and finance.
- Actively engage with the due diligence aspects of the new product approval process and bank wide strategic initiatives.
- 2:1 Advanced degrees (MSc/PhD level or equivalent) in quantitative or numerate subjects such as Mathematics, Physics or Engineering. Fresh graduates from top ranking universities may apply.
- Preferably 1 - 3 years experience in a model validation or front office quant role and exposure to more than one asset class in that capacity. (Flow/Exotic Rates preferred)
- Excellent mathematical abilities and an understanding of stochastic calculus, partial differential equations, Monte-Carlo methods, finite difference methods, and numerical algorithms.
- High competency in object-oriented C++ programming to contribute to a shared library
- Interested in financial markets (especially derivative pricing) demonstrated by qualifications and experience.
- Diligent in your attention to details.
- An excellent communicator - both written and oral.
If you are interested in exploring this role further, please send your resume to Noel Huang at NHuang@argyllscott.com or call directly on +65 3157 2131 for a confidential discussion (EA Licence No. R1330171)
More exciting opportunities may be found on the Argyll Scott website at www.argyllscott.com
Licence: Argyll Scott Singapore Pte Ltd (16S8105)