Quantitative Developer- Singapore -C++ – Front Office Fixed Income/ Interest Rates/ Commodities/ Credit recruitment

 Our client is a Top Tier US Investment Bank, well-known for its heavy investment in the latest tools and technologies and is highly regarded particularly in the FICC space. They have an exceptional global presence within the Fixed Income, FX and Commodities business spaces, particularly across the APAC and US markets. Due to recent continued expansion within the Fixed Income space, they are currently looking to bring in a talented Quantitative Developer with exceptional C++ coding abilities and solid business-exposure to join a young, dynamic Fixed Income analytics strategies trading team in Singapore. The successful C++ Quantitative Developer will have the opportunity to work in the Front Office space and will become a key figure on the Fixed Income trading desk. The Quant Developer will play a crucial role in the design and development of a next generation Fixed Income analytics platform and will be expected to utilise their extensive technical and mathematical background to bridge the gap between the technology and the business. The successful C++ Quantitative Developer will have a broad range of responsibilities, but will take a particular focus on the development of mathematical, analytics tools and models for Fixed Income trading. The Quant Developer will also be responsible for the development and integration of pricing and risk models and tools and the enhancement of the Quantitative Research library. The successful Quant Developer would be expected to liaise with the Quants and other Front Office business-users to introduce new models and pricers into the technology-stack as well as to extend the existing models and products from front-to-back within the Fixed Income space. Given the unique broad business scope of the team, the Quant Developer will also be responsible for an enormous remit of financial products, including CDS, corporate bonds, corporate loan and securitised bonds. This is a high responsibility role, in which you will sit on the trading desk and be expected to use your technical and quantitative excellence to contribute to the strategic direction of the team as well as offer a bridge between the technology and the business. For this reason the team is seeking a highly motivated and ambitious individual, who will thrive in the fast-paced and challenging environment, and be able to drive the ambitious projects forward.

The successful Quantitative Developer will ideally have the following skill-set:

• Solid academic track record in Physics/ Mathematics/ Computer Science/ Engineering/  Statistics or other scientific-related field

• Strong C++ coding ability

• Sound quantitative and business-knowledge, ideally within the FICC, Fixed Income, FX, Interest Rates, Credit or Commodities space, however the client is happy to consider applicants from strong Quant developers with other business-knowledge

• Excel/ Vba programming ability would be preferred but isn’t essential

• Strong track-record in Quantitative Development

• Great communication skills as this is a business-critical role that sits on the Fixed Income trading desk

The responsibilities of the successful Quantitative Developer will be incredibly varied, but will include:

• Design, development and integration of cutting-edge pricing, risk and trading models for the Fixed Income trading business in Excel/ Vba

• Implementation of models to calculate prices and assess risk of Fixed Income products

• Modification of the calculation engine onto a computing grid

• Liaise with Quants and other business-users within the Front Office regarding current specifications and requirements

• Enhance and develop the Quantitative Research library and the pricing/risk engine

The compensation package will be extremely competitive, and reflective of the important nature of the role. Given the level of seniority, the client recognises that realistically they wouldn’t be looking for the successful candidate to start until the first quarter 2012. Nevertheless, they are looking to begin preliminary telephone conversations with candidates over the next couple of weeks. Although the position is based in Singapore, the client is extremely open to applicants from other locations and will endeavour to assist with relocation accordingly. Given the nature of the role, we are also anticipating a very high level of interest, thus if this could be of interest to you or you would like any more information, please send your CV/ resume ASAP to cplusplus@selbyjennings.com or call + 44 207 019 4163