Quant Analyst, Global Markets
7 days ago
JOB DETAILS
Job Type
Permanent
Position Level
Senior Executive
Qualification
Degree
Discipline
Computer Science
Specialization
Banking/Financial Services
Sector
Group Global Banking
Experience
5 - 7 years
Salary
Up to SGD 8000
BHD
BND
CNY
GBP
HKD
IDR
INR
KHR
LAK
MMK
MUR
MYR
PHP
PKR
SAR
SGD
THB
USD
UZS
VND
Monitor and maintain GM FO new generation pricing and risk platform
JOB RESPONSIBILITIES
- Monitor and maintain GM FO new generation pricing and risk platform;
- Support GM FO user (trading, structuring and sales) in daily task such as live pricing, and real-time risk computation;
- Further development of GM FO quant system, pricing library in Rates, FX and Credit derivative products.
JOB SKILLS
1)Python-programming
2)C++
3)Modelling
JOB REQUIREMENTS
- A good degree with min 5years' related experience in quantitative area;
- Self-motivated in desk quant job and being a team player;
- Good understanding of global market business and products;
- Proficient in python programming;
- C++ programming will be a plus;
- Prior modelling experience on any derivative pricing will be an advantage.
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