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Banking & Financial Services

Macro Quantitative Analyst

Job details

Location: Singapore
Job Type: Permanent
Discipline:
Reference: BF/KH/MQA/230524C
Posted: 22 days 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