Quant Developer

  • Company

    Futura Solutions

  • Location

    Singapore

  • Compensation

    Attractive

  • Position Type

    Permanent

  • Employment type

    Full time

  • Updated

    23 Nov 2009

  • eFC Ref no

    578885
This leading Global Investment Bank seeks to recruit an experienced Interest Rates Quant Developer to work in their Singapore office. You will specialise in the development of structured products for their Interest Rates desk while gaining exposure to other asset classes.

KEY RESPONSIBILITIES:

•                       Develop and enhance the pricing and risk management models for the Interest Rates business (vanilla to complex exotics)

•                       Assist the trading team in pricing and assessing the risk of complex transactions

•                       Support the fast growing trading platform

•                       Assist the traders with their queries

•                       Provide support for all interest rate modelling issues

KEY REQUIREMENTS:

•                       Experience modelling Interest Rate products within a financial institution

•                       Excellent Derivatives modelling, stochastic calculus, numerical methods

•                       Superior C / C++, Excel / VBA skills

•                       Excellent mathematical skills

•                       Strong communication skills

•                       Front Office experience is essential

  • Company:

    Futura Solutions

  • Note: Please quote eFC Ref: 578885 when applying for this job.

  • 4000000000566180
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