Senior Quant Analyst / Quant Developer

  • SGD150000 - SGD220000 per annum
  • Singapore
  • Permanent, Full time
  • McGregor Boyall Associates Pte Ltd (Singapore) , EA Licence No: 11S4330
  • 23 Sep 16

A leading global financial services firm is seeking a small number of Quantitative Analysts and Quantitative Developers to join the Front Office team and support the overall growing needs of the Sales and Trading business.

Job Requirements

The ideal candidate should have the following skills:

  • Extensive knowledge of Pricing, P&L, Risk across FICC Derivatives products (FX, Fixed Income and/or Commodities). Knowledge of CVA/XVA/FVA would be very advantageous.
  • Ability to investigate problems and provide fast solutions for the Front Office.
  • Familiarity with different quantitative libraries.
  • Quant Analyst: Expertise in Excel VBA is a must. C++ and/or C# programming skills also needed for ad-hoc debugging, minor enhancements etc.
  • Quant Developer: Strong programming abilities in C++ is a must. Other languages, Java and C# would be advantageous as well.
  • Quant Developer: Knowledge of multi-threading, HPC and grid architecture.
  • Proven experience working closely / on the trading floor with Sales, Traders, Structurers etc.
  • Exposure to working with stakeholders based in multiple geographies and time zones. Ability to handle stakeholders at different seniority levels and manage varying expectations.
  • Basic knowledge of regulatory frameworks and requirements would be handy in this role.

Key Words: Risk, Pricing, Excel VBA, C++, FICC

For more information please contact Nicole Quek (R1323731)

McGregor Boyall Associates Pte Ltd is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.

EA Licence No: 11S4330