Experienced Front Office Fixed Income/FX Quant Analyst | Singapore based recruitment

This thriving Front Office Fixed Income/FX Quant Analyst team in Singapore are looking to add a senior member to their team, who has a strong background in Fixed Income. This team is offering a unique experience for this individual to act as the sole point of contact to the most senior traders, by sitting side/side on the trading desk. This successful candidate will be directly reporting to one of the Senior Managing Directors.

Responsibilities:

-Supporting the senior traders on the desk and clarifying model performance and results to them.

-Working closely with FX, Credit and IR products, and gaining wide insight in to Inflation swaps, Bond Futures and CDS.

-Develop pricing tools for the team.

-Identifying potential sources of risk and conduct scenario analysis.

-Developing and creating new models.

-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.

Ideal background of the successful candidate:

-Candidate must have extensive experience working within Fixed Income or Foreign Exchange; with a proven track record of successful accomplishments and recognition in previous roles.

-PhD in Mathematics/Financial Engineering/Physics or other related subject.

-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.

-Strong knowledge of programming languages such as C++, VBA, Matlab, Latex.

The person:

-Must be a dynamic, inspirational and motivational natural born leader. An individual who is not scared of challenges and breaking boundaries; someone who has the hunger to exceed expectations and thrive independently; someone who is not afraid to take risks.

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; Vanilla; Hybrid; Exotics; Interest Rates; VP; Fixed Income; Equity; Foreign Exchange; Asia; Singapore; C++; Managing Director; Trading; Traders; Hybrids.