Circa - $75,000SGD (Tax rates are around 8%-12%) + SIGNIFICANT BONUS
One of the largest Asian Investment Banks is looking to expand a few of its offices including their head offices in Singapore along with their offices in Hong Kong and Tokyo.
They are looking for strong graduates who are ready for a challenge, with strong business acumen. These graduates will get the chance to be trained by some of the most respected and well-known Quants in the industry, and will be offered a tremendous amount of exposure to different business areas.
This model validation team cover interest rates/FX/equity and credit (to a lesser extent), so the successful candidate will be gaining a wide and varied experience with a few products which will give that person a wide variety of experiences, which will give that candidate flexibility and value further along with his/her career.
Responsibilities of the FX/EQ/IR Model Validation Quantitative Analyst role:
-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
-Candidate will be working predominantly with Equity, Rates and FX products, and also Credit derivatives.
Requirements of the FX/EQ/IR Model Validation Quantitative Analyst role:
-Knowledge of smile models (local volatility/SABR/Heston), and their implementation is highly regarded.
-Programming ability in C++/Octave/Matlab/Python/Excel VBA/BOOST/QuantLIB desirable.
-Above all, team players with good work ethic and integrity are most important.
-Strong educational background with Masters/PhD in a mathematical/finance related degree.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
Key words:
Foreign Exchange; Interest Rates; Equity; Credit Derivatives; Model Validation Quantitative Analyst; Exotics; Vice President; Model Validation; C++; Singapore; Asia.
To apply for this FX/EQ/IR Model Validation Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
