AVP – Front office Fixed Income Quant Analyst, European Bank recruitment
Based in Singapore, we are recruiting a Quantitative Analyst candidate to support the Fixed Income Exotics team of our client. CAndidates will be responsible for standard fixed income exotics modelling work and assist with a day to day business issues to ensure efficient running of the business.
The right candidate should possess about 3-6 years in a front office quant role supporting a fixed income exotics business. He/She should be comfortable with standard fixed income exotics modeling approaches (BGM, Short Rate, Markov functional). Good working knowledge of flow/vanilla business and associated issues are imperative to being successful on this role (how yield curves and SABR surfaces are marked, practical issues and how to trouble shoot them, etc.).
In addition to strong technical and analytical skills, you should possess strong communication skills and a comfort in working alongside with the front office community.
Education
- Preferably Ph.D./PostDoc but Masters from a good university will also suffice
- Must be in a numerate discipline (Engineering, Maths, Physics, etc.)
- Good programming knowledge of C++/Excel-VBA
This is NOT an IT role. Headcount will be housed within the Quantitative Analyst team.
Singapore Employment Agency Licence No: 07C2942
