Quantitative Analyst

1 week ago


Singapore NAVIK CAPITAL (SINGAPORE) PTE. LTD. Full time

**About Navik
Navik Capital is a Singapore based fund manager specialising in Asian macro and relative value opportunities, investing primarily in FX and fixed income products. Our strategy combines a proprietary statistical analytical framework with local markets intelligence. Navik was founded in 2018, after successfully spinning off from a major New York-based investment management firm.

At Navik, we value cooperation and teamwork. But we equally value entrepreneurial spirit and independent thinking, which are key to adapting in the fast-changing world of finance. As a young company with experienced traders and management, a job at Navik provides significant opportunities for learning and growth, through close collaboration across departments at all levels and significant ownership of projects regardless of seniority

**Job Title**:Quantitative Analyst

**Employment Type**:Full-Time

**Location**:Singapore

**Responsibilities**
- Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
- Develop and implement Python algorithms for use in multi-asset portfolio construction and trading signals.
- Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
- Work closely with Trading, Risks, Technology and Operations to build-out of strategic analytics platform.
- Research, diagnose, troubleshoot, and resolve technical issues.
- Financial modeling experiences in particular IR derivatives
- Other ad-hoc developments.

**Qualifications and Experience**
- BA/BS degree in Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications
- 2-5 years' experience working within a quantitative analyst position, ideally with front office quant and derivative pricing experience.
- Strong quantitative analytic and modelling skills with practical pricing and risk management experience, especially on interest rates, credit and FX derivative space
- Experience with one or more programming languages in: Python, C++ or R
- Strong problem-solving skills and project management skills.



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