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- Posted 16 November 2022
- SalaryNegotiable
- LocationSingapore
- Job type Permanent
- DisciplineBanking & Financial Services
- Reference261555_1668598144
Senior Quant Analyst
Job description
Reporting to the Global Head of Equity Derivatives, you will maintain and develop pricing, risk management and pre-trade analytical tools for the hedge fund's pricing libraries in C++. You will discuss modelling approaches and methodologies for valuation and risk with Portfolio Managers. You will work closely with Asia IT team to explain numbers using models, build new package and investigate technical issues where required. You will also work with internal teams on the explanation of P&L and Risk, valuation methodology. Lastly, you will collaborate with PM and analysts on other ad-hoc projects.
The ideal candidate will possess the following:-
- Post graduate degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering)
- 3-7 years' experience in developing pricing library with exposure to equity derivatives products (including variance derivatives, VIX, barrier options, exotic products)
- Strong analytical and mathematical skills
- Proficient in C++ is a must, and Python or Java is a plus
- Experience working with Fixed Income or FX would be a plus
- Excellent interpersonal skills and problem solving capabilities
If you believe you fit the requirements for the role, please click APPLY NOW or send an email to Selicia.low@ambition.com.sg with your latest CV. Note: We regret that only shortlisted candidates will be notified.
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1767640
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