Front-Office Quantitative Analyst (AVP), GT Trading, Global Treasury

Recruiter
OCBC Bank
Location
Singapore, Singapore
Salary
Competitive salary
Posted
04 May 2021
Closes
07 May 2021
Ref
200001NN
Job role
Treasury
Job Description

We arelooking for a passionate individual with 5-7 years' experience in quantitative fieldto join the FO desk quant team.

Roles andResponsibilities

  • maintain,enhance and develop cross asset derivative pricing models and engines;
  • providedirect quantitative support to various trading desks by developing in-housedesktop toolkits as well as automating intraday derivative price quoting;
  • participate in end-to-end quant tradingworkflow: strategy formulation, back-testing and API execution


*LI-VN Qualifications

Requirements

  • Post graduate in a highly quantitative subject (Maths, Physics, Stats etc), with solid knowledge in probability theory, stochastic calculus as well as numerical methods, e.g. PDE and Monte-Carlo simulation
  • 5-7 years of experience in quantitative field
  • Prior working experience in developing pricing models and analysing risk behaviour for exotics in at least one asset class among FX, Rates and Equity
  • Strong and uncompromised programming skill in numerical fields using C++ or C#.NET or other OO languages
  • Prior Python and machine learning exposures would be a plus
  • Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill
  • Able to adapt and react to the fast and dynamic front desk environment with excellent communication skills to liaise effectively with traders, quants, risk and IT professionals.

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