Front-Office Quantitative Analyst (AVP), GT Trading, Global Treasury Front-Office Quantitative Analyst (AVP), GT  …

OCBC Bank
in Singapore
Permanent, Full time
Last application, 13 Jun 21
Competitive
OCBC Bank
in Singapore
Permanent, Full time
Last application, 13 Jun 21
Competitive
OCBC Bank
Front-Office Quantitative Analyst (AVP), GT Trading, Global Treasury
We are looking for a passionate individual with 5-7 years' experience in quantitative field to join the FO desk quant team.

Roles and Responsibilities

  • maintain, enhance and develop cross asset derivative pricing models and engines;
  • provide direct quantitative support to various trading desks by developing in-house desktop toolkits as well as automating intraday derivative price quoting;
  • participate in end-to-end quant trading workflow: strategy formulation, back-testing and API execution


*LI-VN

Qualifications
Requirements

  • Post graduate in a highly quantitative subject (Maths, Physics, Stats etc), with solid knowledge in probability theory, stochastic calculus as well as numerical methods, e.g. PDE and Monte-Carlo simulation
  • 5-7 years of experience in quantitative field
  • Prior working experience in developing pricing models and analysing risk behaviour for exotics in at least one asset class among FX, Rates and Equity
  • Strong and uncompromised programming skill in numerical fields using C++ or C#.NET or other OO languages
  • Prior Python and machine learning exposures would be a plus
  • Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill
  • Able to adapt and react to the fast and dynamic front desk environment with excellent communication skills to liaise effectively with traders, quants, risk and IT professionals.


OCBC Bank logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...