Associate level Front Office FX Quantitative Analyst – Singapore based Investment Bank recruitment
This Front Office Quant Desk Quant team are looking to expand and add value to the bank by providing the trading and sales desk with superior analytical skills. You will be responsible for the creation of product valuations models, trading strategy analytics, and risk and valuation tools to be used by traders and fellow Desk Strategies to better understand risk and to better identify market opportunities. Ideally the successful candidate should have experience in a Quantitative position but very strong PhD candidates will also be considered.
Responsibilities:
-Deliver and support pricing and risk management tools for the FX options business
-Develop code inside C++ analytics library for pricing new products and developing new pricing models in order to improve valuation and risk management of FX options
-Develop a generic PDE solver to be used for various FX products with various underlying models
-Improve current models for pricing multi-currency options to allow pricing for a wider product range
-Supporting the FX Trading desk, assisting and supporting their use of the models created by Front Office. You will also write a tool for back-testing trading strategies and writing “rapid responses” for structurers and traders.
Ideal Candidate will have:
-General Programming skills needed e.g. C++, C#, Java etc.
-Strong knowledge of using VBA and Excel (which is heavily used).
-PhD Mathematics/Physics or other related subject.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
To apply for this position please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137
Key Words:
Front office Quantitative Analyst; Foreign Exchange, C++, Stochastic Calculus, Derivative pricing, Exotics, Vanilla; Singapore; Asia