Quantitative Analytics Desk Strategist
Quantitative Analytics Desk Strategist Singapore
As a Quantitative Analytics Desk Strategist, you will be part of a team of highly specialised quantitative Modellers and Developers who are responsible for developing, testing, implementing, and supporting all quantitative models used for valuation and risk management across all asset classes. Your role will be crucial in helping guide business decisions, managing risk, formulating and testing quantitative strategies, and driving revenue generation. You'll be part of a global located on the trading floors in London, New York and Singapore.
Barclays is one of the world's largest and most respected financial institutions, with 329 years of success, quality and innovation behind us. We offer careers that provide endless opportunity - helping millions of individuals and businesses thrive, and creating financial and digital solutions that the world now takes for granted. What will you be doing?
What we're looking for:
- Engaging in quantitative model development for Credit products
- Improving existing and developing new models for Credit products by ensuring that they are state of the art, theoretically sound, practical and well understood
- You will be responsible for testing and providing documentation throughout the process
- Expressing complex technical issues and requirements clearly to technical and non-technical audiences such as Credit Trading, Risk, Finance and Technology
- Identifying problems and creating innovative, tactical and strategic solutions in line with the overall needs of the bank
Skills that will help you in the role:
- Carrying out all duties in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards
- PhD in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, or similar quantitative field
- Experience in conducting research and developing derivatives valuation models
- Expert knowledge in Mathematical finance theory, Stochastic Calculus and their applications to derivatives valuation
Where will you be working?
- Experience with Credit Derivatives and Structured Credit Products
- Experience of developing and maintaining quantitative libraries in a shared codebase with multiple developers
Our office is located in Marina Bay Financial Centre, which has been carefully crafted into a "city in a garden". Overlooking the scenic skyline along the Marina Bay waterfront, the green spaces and rooftop terraces have been designed to optimise employee well-being. The centre provides an integrated live-work-play development, surrounded by shops, restaurants, gyms and an alfresco dining area. Our convenient office location means you're just a 5-minute walk from the nearest MRT station.