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Front office IR/FX Hybrid Quant Analyst - Singapore
Salary: Circa SGD 200k
This leading Investment Bank is in the middle of expanding on a global level as they have been enjoying a prosperous couple of years. They are offering this talented individual the chance to gain a unique exposure to complex FX/IR Hybrid products, and also a rare insight into a broad range of business units, which will give them the opportunity to see the business functions work together as a whole.
This will provide the individual with an in-depth understanding, something of which is rarely seen with Front Office Quant Analysts. Due to the global expansion plans going on, there will also be opportunities to re-locate to some of the other major financial capitals across the globe!
Responsibilities:
-Working predominantly complex FX/IR Hybrid exotic products, but will also gain exposure to other exotic products.
-Will be working with models to ensure correct pricing of Exotic products.
-Using primarily market functional model
-Developing and building own models, expected to be used on a global basis.
-Working closely with and supporting this investment banks' extraordinary trading floor; supporting and ensuring that operations run effectively.
-Conducting risk analysis, discussing scenarios with traders and ensuring resolutions.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
Skills, education and experience:
-Previous experience as a desk quant working with FX exotic products (additional exposure to Interest Rates and Equity exotic products is a bonus).
-Experience in risk analysis, model validation and/or model control.
-Strong programming skills in C++, VBA, Metlab.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
Interested candidates please submit your updated CV in WORD FORMAT by email or call +65 6818 9110 to enquire for more information.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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