Macro Quantitative Analyst

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