Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire an experienced Quant Analyst to cover Equity Derivatives pricing models across for vanilla & exotics products. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people whilst supporting a great trading team!
Auto Calls, Range Accruals, Vol Index, Barriers, Variance swaps, Look backs, Quantos, etc.
- Work with traders, structurers and modelers to execute product development plans
- Develop and maintain models for the pricing and risk management of Equity Derivatives products
- Deliver model documentation and testing material
- Improve and maintain existing analytics
- Research alternative models / techniques and assess models published in industry or academic literature
- Provide day-to-day support to the business
ESSENTIAL SKILLS & EXPERIENCE:
- 4 years of experience in developing/validating financial markets equities pricing/risk models in an international bank
- Excellent knowledge of numerical methods, stochastic calculus, and probability theory
- Strong C++ programming
- Knowledge of financial market products, market conventions and regulatory requirements
- Excellent oral & written skills in English
- PhD or Masters in a quantitative discipline