Exotic Interest Rates Quant (vp, Dir) Singapore
Singapore, Singapore
Job Description
Singapore
Ref: EIRQ-1107
To $500k SGD
Major Global Investment Bank
Exotic Options, Rates Structured Notes, Curves, IBOR, FX, C++ ,
This is an excellent opportunity to join a Global Investment Bank as it looks to expand its Singapore based front office Quant team. For a talented Rates Quant (either in FO or Model Val) this is an outstanding opportunity to join a global front-office team, closely aligned with revenue generation. Applications are welcomed both local and abroad.
KEY RESPONSIBILITIES:
- Design and implement interest rate models for derivative valuation and trading
- Develop and maintain our quantitative model library with focus on yield curve construction, risk reporting and IBOR migration
- Provide quantitative expertise to traders, structures, and marketers
- Work with other areas of the bank on model development and approval.
-
5-10 years' experience in Rates modelling for exotic options
- Strong technical skills, yield curve libraries, and proven experience in C++, Python, Excel/VBA
- Great communication skills and able to discuss model issues and assist traders
- Direct involvement in IBOR migration and structured notes products would be a plus
- Knowledge of the SOFR, SOMIA & ESTR curves & the Hull & White model
- Masters/PhD in a quantitative discipline (e.g. maths, physics or engineering)
Beware of fraud agents! do not pay money to get a job
MNCJobz.com will not be responsible for any payment made to a third-party. All Terms of Use are applicable.
Related Jobs
Job Detail
-
Job IdJD1064387
-
IndustryNot mentioned
-
Total Positions1
-
Job Type:Full Time
-
Salary:Not mentioned
-
Employment StatusPermanent
-
Job LocationSingapore, Singapore
-
EducationNot mentioned