C++ Quantitative Developer recruitment
Join a new and growing front office IT team
Interact directly with traders quants
Fast growing bank, based in Singapore
Our client is an established financial institution with a strong presence in Singapore. With a growing desk of traders in Singapore who deal across FX, Commodities, Rates and Equities, our client has created a key role for a Quantitative Developer. Joining a collaborative team of quants and developers on the trading floor, you can expect to work on green-field projects focusing on Pricing, PL, Analytics and market data.
As a Quantitative Developer, your deliverables will be to develop cutting-edge quantitative tools and applications C++ to price and calculate the risk of various asset classes traded by the bank. You can expect to interface with unified quant libraries and work closely with traders, quants and other developers. You can look forward to rapid career progression in this over-achieving, fast-paced team.
To be considered for the role, you need at least 7 years of quantitative library development experience, with proven success in building trading tools in C++ and VBA. You have had extensive interaction with traders and quants and possess knowledge of modelling and pricing complex FX, Derivatives or Commodities products. Knowledge of time series, monte carlo, stochastic calculus, etc. are needed. Excellent communication skills in English are mandatory, as are self-motivation and the proven ability to perform under pressure.
To apply to this exciting opportunity, contact bryan.moe@hays.com.sg or call +65 6303 0154.