Senior Quantitative Developer

Technology

Posted: 13/06/2017


  • Salary: SGD 150000 per year - SGD 220000 per year
  • Location: Singapore
  • Job type: Permanent
  • Reference: NQ117183
 

Job Requirements

The ideal candidate should have the following skills:

  • Strong C plus plus programming skills, including multi-threading, caching and grid computing
  • Additional C# programming skills would be advantageous
  • Extensive knowledge of Pricing, P&L, Risk across various asset classes
  • Strong knowledge of FX Options, Credit and/or Commodities. Knowledge of CVA/XVA/FVA would be very advantageous
  • Ability to investigate problems and provide fast solutions for the Front Office. Possess understanding of curves and how they are built etc.
  • Familiarity with different quantitative libraries
  • Proven experience working closely / on the trading floor with Sales, Traders, Structurers etc.
  • Exposure to working with stakeholders based in multiple geographies and time zones. Ability to handle stakeholders at different seniority levels and manage varying expectations
  • Basic knowledge of regulatory frameworks and requirements would be handy in this role
  • Open to candidates abroad who are willing to relocate to Singapore

Key Words: Risk, Pricing, C plus plus, C#, Quantitative Development, Investment Banking

For more information please contact Nicole Quek (R1323731)

McGregor Boyall Associates Pte Ltd is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.

EA Licence No: 11S4330