FO Interest Rates Desk Quant | Singapore, Asia recruitment
Top tier investment bank is seeking an experienced IR derivative quant to join the desk. The successful candidate must have experience dealing with the front office and must have very good knowledge of all Interest rates derivative models. The position is a very important hire for the manager and therefore the role will be moulded around the specific candidate’s skill set. The candidate will be given a great deal of responsibility from day one, supporting one of the most IR successful trading desks in the world.
Responsibilities:
• Developing and maintaining their thriving analytics library.
• Developing and implementing quantitative models to validate different trading strategies.
• Implementing quantitative articles in C++, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.
Qualifications:
- A top academic background to PhD, MSc in a highly quantitative discipline.
- A number of years experience in IR derivatives in a front office capacity, ideally from an investment bank.
- Excellent level of financial mathematics, stochastic calculus, advance PDE’s, Monte Carlo Simulations etc.
- Proficient in C++/C, Java, Matlab.
- Excellent communicator. Ability to discuss complex mathematics in concise and clear way.
To apply or for more information, please quantexotic@selbyjennings.com , +44 (0) 207 019 4137