Snr Quant Dev, FICC eTrading (VP), Singapore Snr Quant Dev, FICC eTrading (VP), Singapore …

Millar Associates
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 03 Jun 20
£££ Highly Competitive Salary Package
Millar Associates
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 03 Jun 20
£££ Highly Competitive Salary Package
Posted by:
Posted by:
Recruiter
Our client, a leading Investment Bank, seeks to extend their new strategic, real-time pricing & risk system with the hire of a tech-savvy Quant Dev for its main Asia hub. The team sit with the traders and work in close partnership with Quantitative Researchers, and other application teams to build and maintain the desk tools for the interest rate curves underpinning the business. Your ability to work in a dynamic environment and thorough understanding of Rates eTrading together with an analytical approach to programming will deliver the constant change which keeps my client’s traders at the top of the market.

Real-time Rates Trading, Curves, Forwards, Python, C#, Java

KEY RESPONSIBILITIES:

  • Deliver tactical Sales and Trading tools to mitigate risk, and to facilitate the transition to the strategic real-time pricing & risk system
  • Build relationships with Front Office users, Quant Researchers, and other teams across eRates Trading & technology
  • Define reporting tools for quantifying eTrading performance (revenue, risk and client service)
  • Maintain & enhance RAD toolset
  • Continuously develop customer service & performance metrics, and determine appropriate actions

ESSENTIAL SKILLS & EXPERIENCE:

  • Strong software development skills in languages such as C#, Java, Python 
  • Desirable, some F#, Haskell
  • Experience with large scale real-time distributed systems in eTrading
  • Knowledge of flow Rates (G10, EM), OIS, Swap pricing, Bond pricing, FWDs/Cross currency
  • Experience building & extending and analytics libraries
  • Strong Excel skills – able to create add-ins/automation using languages other than VBA
  • Able to drive initiatives across multifunctional and multisite team environments

Contact Millar Associates, Craig or Lorraine at  +44 (0) 20 7589 8000

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