FX Quant VP – Singapore, Asia recruitment
Experienced Front Office FX Quant Analyst
Location: Singapore
Circa: SGD $200,000 + Bonus/Benefits
This Front Office Quant team are market leaders for the work they have done so far. This is an award winning international Investment Bank are pproach to finance and the complex products it trades. The successful candidate must have solid experience working with FX products and cannot be afraid of taking risks and breaking boundaries, as this bank are frontiers for benchmarking the markets.
Responsibilities for the Front Office FX Quant Analyst role:
-You will be modelling and implementing models in the quant library in C++ where you will gain an in depth understanding of local volatility implementation in PDE solvers and multi-asset monte carlo.
-Supporting the FX Trading desk, assisting and supporting their use of the models created by Front Office. You will also write a tool for back-testing trading strategies and writing ?rapid responses? for structurers and traders.
-Develop models and implement them in software for pricing and risk managing derivatives
-Develop pricing and calibration tools
-Benchmark and compare results of various techniques
-Implement products using pricing engines and models
-Rapid prototyping of models and products
Ideal background of the successful candidate:
-Previous Foreign Exchange product experience is essential.
-Must come from a Front Office Quant Analyst team, and looking for a bigger challenge or the chance to work with hybrid models.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD in Maths/Physics/Financial Engineering from a top-school.
To apply for this position please contact us by submitting your CV in word format to singapore@selbyjennings.com or call us at 68189110