Job details
Location: | Singapore |
Job Type: | Permanent |
Discipline: | |
Reference: | BF/KH/MQA/230524C |
Posted: | 9 months ago |
Consultant: | Katherine HO |
Consultant Email: | email Katherine |
Consultant Phone: | +65 6950 0355 |
Job description
An international asset management organisation is hiring a Macro Quantitative Analyst to support their growing Emerging Markets and Developed Markets FX and Rates business in their Singapore office.
Additional headcount
Strong quantitative skills to analyze, construct and manage their portfolio
FX and rates experience
Responsibilities
To keep, upgrade and develop a range of portfolio, risk management and pre-trade analytical tools, ensuring data is updated and infrastructure is fast and reliable
Products include but are not limited to rates (IRS, bonds, bond futures), cross currency, FX (deliverable & non-deliverable spot, forwards, swaps); options (FX and swaptions, possibly including 1st and 2nd generation FX exotics eventually)
Involves a combination of improving existing infrastructure (across python/Excel) and developing new tools
Collaborate closely with other quants and senior team members
Role will include quantitative pre-trade analysis and portfolio structuring analysis using tools as time passes
Requirements
At least 2-5 years of experience in a similar role at a fund, or as a curve building/option pricing quant at a bank.
Master’s degree or higher in a quantitative discipline. Highly quantitative undergraduate degrees with the right work experience can be considered
Proficiency in Python, Excel and VBA; experience in building scalable full-stack web applications is a plus
Able to build Excel interfaces to present analytical output in a user friendly and flexible way. Please note that most of the work is presented in Excel and done in either Python or Excel depending on the task.
Good knowledge of financial products across rates & FX including linear curve building (rates/FX) and options pricing (FX; rates + equities are a plus). The candidate should be able to construct pricing tools using available libraries, but is not expected to know how to build libraries from scratch
Well verse with extracting data from external APIs and internal databases, processing data using financial packages, building time-series and presenting output in Excel
Experienced in developing and maintaining high-quality, reliable Python infrastructure with Excel interfaces, automated where required
Ability to demonstrate commercial acumen skills, able and confident to present quantitative information to stakeholders who are not quantitatively oriented in an easy and clear manner
Fluent in written and spoken English, keen and fast learner, enjoys working in fast-paced working environment
Possess ownership and accountability of his/her work, working both independently and within a small team
If you meet the above criteria, please send your detailed CV soonest.
Reg. No. R1106582
EA License no.: 16S8066