Singapore
Macquarie's Fixed Income, Currencies and Commodities (FICC) group operates across global physical and financial commodity markets, and primary and secondary financial markets providing finance, risk solutions and market access to producers and consumers as well as financial institutions and investors.
FICC's comprehensive platform provides trading, risk management, sales, structuring, financing and market analysis and strategy services in metals and energy capital; energy, metals and agricultural markets; fixed income and currency markets; credit markets; futures; and Asian and emerging markets.
We are looking for a front-office Quantitative Analyst to join a team dedicated to developing and maintaining the quantitative capabilities across FICC. The role is based in Singapore, and has a primary focus on the global FX businesses.
The responsibilities of the Quantitative Analyst will be to:
- Develop and maintain our quantitative modelling library;
- Research and implement financial models for derivative valuation;
- Work closely with traders, structurers, and marketers, providing quantitative support;
- Liaise with other areas of the bank on model development and approval.
We are seeking a candidate with:
- One to four years of experience as a front office quant;
- Outstanding academic achievements, with a PhD in a quantitative discipline (e.g. mathematics, physics or engineering);
- Strong knowledge of FX products, both vanilla exotics;
- Good written and verbal communication skills and the ability to work autonomously and under pressure;
- Excellent programming skills – experience with C++ and Python will be advantageous.
Leave a Reply
You must be logged in to post a comment.