FO Interest Rates 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:

To apply or for more information, please quantexotic@selbyjennings.com , +44 (0) 207 019 4137