We are looking for a Quant Developer with strong experience on Fx Options and C++ to work on full time basis for our client that is a MAS licensed Fintech firm. The role would be on their payroll. Agency license: 12C5132

Understanding of FX and FX Options
Experience in building Options pricing model
Understanding of derivatives instruments and construction of derivatves payoffs, especially in FX
Understand of Stoch, Stoch-local, and loval vol models
Developing risk libaries and services in C++ 14+ to be used by the platform for risk analysis and management
Understanding of risk metrics and risk management tools
Experience in management and handling of market data from external sources