Rates Desk Developer recruitment
The main assignments for the desk developer are to develop and support pricing for this team to support Rates Front Office users/traders.Responsibilities :Develop or enhance risk and pricing applications for Rates productsSupport Rates Front Office users on their daily requests and ensure on-duty jobs whenever requestedManage users requirements and identify prioritiesSupport other trading desks on Rates/FX perimeters to back-up other team membersCommunicate and report to IT peers and trading teamsRequirements :Strong knowledge of VBA and Excel Proven experience in pricing of real time trading systems Read more […]
Quantitative Market Risk recruitment
With a strategic focus and significant growth momentum in the region, this bank is a major player in the Asia Pacific markets, providing a full range of banking services to a diverse network of clients across consumer and corporate banking.This is a critical role at group level. The focus on the role will be VAR analytics and model risk analysis which product coverage spanning across rates, credit and FX products.The Responsibilities: * Delivery of new risk information from front office systems* Enhancements of the VaR methodology* Market Risk analysis* Oversee the global testing, rollout and Read more […]
Quantitative Analyst | Valuation Control | Associate/AVP | SEA – Singapore recruitment
The Role:• To review model documentation and formulate and implement model reserve methodologies to address any model limitations that are highlighted in these memos.• Develop and review calibration methodologies.• Work with individual Valuation Control asset groups/IPV teams to determine and validate price testing methodologies.• Provide technological/quantitative support to individual Valuation Control/IPV teams.Qualifications Skills• MSc. or PhD in a quantitative area.• Strong analytical and quantitative skills.• Good understanding of financial modelling.• Relevant experience Read more […]
Quantitative Analyst | Model Validation | Singapore recruitment
The Role:• The role will mainly focus on the Interest Rate Exotic Derivatives with a view to assisting on other asset classes and when necessary Independently validate internally/externally developed models and pricing.• Independent benchmarking (in C++/VBA) or utilizing validation software.• Develop Risk Models and Methodologies to safeguard against model assumptions/limitations.• Ensuring that all validation work is well documented, transparent and can be reproduced• Maintain productive working relationships with front office quant groups and as well as providing Read more […]
Senior Model Validation Manager recruitment
Exciting growth opportunity Be a part of a super regional bank Develop models and pricing functions ANZ is accelerating the growth of its business in Asia. We realise that our greatest asset is our people. That is why we are creating a unique climate of inspiration, leadership, values and great opportunities that will enable the best in the market to thrive as part of our diverse team. An excellent opportunity within the ANZ Model Validation team based in Singapore, the role offers tremendous opportunity for growth with the team covering a range of products models across Interest Rate, FX, Commodity Read more […]
FX Quant Analyst recruitment
We are looking for either a PHD Graduate with strong experience gained within partial differentical equations in multiple dimensions or an Quantitative Analyst with strong FX experience gained within a banking group with an established FX trading business. It is an exciting time to join our client given the financial crisis in Europe. They are one of the few banking groups on the street that are still growing and aggressively hiring. They have a number of exciting greenfield development projects ongoing within their modelling library, and have attracted a some top names from both academia Read more […]
Front Office FX Quant Analyst recruitment
Top-tier Global Investment BankKEY RESPONSIBILITIES:Model implement parametric local vol, local-stoch vol, and Jump Diffusion modelsProvide trading with models for structured and vanilla exotic option productsDevelop mathematical models for pricing new and existing productsImplement and support models for the risk management and front office pricing systemAssist the trading team in pricing and assessing the riskKEY REQUIREMENTS:Up to 6yrs experience in Front Office Quant Analytics role (ideally FX)PhD / DEA educated in Numerical field (Finite Methods, Numerical Analysis etc)A strong background Read more […]
Quantitative Analyst (Risk Analytics) recruitment
Key Roles Responsibilities• Research/develop methodologies to calculate Counterparty Exposure on derivative products across all markets/asset classes.• Work closely with business and risk managers on risk solutions for complex structured transactions.• Provide methodological inputs on development/testing/implementation of Counterparty Analytics systems.Qualifications Skills• PhD or Master in a quantitative discipline (physics, engineering, mathematics, mathematical finance).• Experienced user of one or more programming languages (e.g. C++/C#, Excel/VBA, Matlab).• Prior experience Read more […]
Junior Quantitative Research Analyst recruitment
SUPPORT TO QUANTITATIVE DESK IN:o Modelling and implementing sensitivity analyseso Building and maintaining risk reportso Running Hypothesis testso Building and maintaining the trade metric / market monitoro Backtest new ideas and trading strategieso Gathering data and maintaining a database Presenting data internallyEXPERIENCE• BS in Economics/Finance/Information Systems and/or MS in Mathematics/Statistics • Fluency in Excel and various basic software• Strong analytical skills and should be very comfortable with Quantitative analyses• He/She should have executed empirical analyses Read more […]
AVP – Commodities Quant Trading Analyst recruitment
– Top Commodities Firm- Market Risk Management / Quant Background- Excellent Career ProspectsOur client is a top-tier commodities firm with significant presence in Asia and great culture and emphasis on talent building. This European leader is seeking to recruit high potential individuals to join its front office trading quant analytics team, based in Singapore.Reporting to the Head of Analytics, you will be primarily responsible for providing analysis of the gas markets to the trading and origination teams. Research performed by the group provides commercial value by keeping traders, originators, Read more […]