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Quantitative Analyst, Cross-Asset Derivatives for FinTech firm in Singapore
August 4, 2018
A highly innovative and entrepreneurial Fintech company is looking for a couple of Quant Researchers/Analysts to join their office in Singapore. They have successfully carved out a unique niche within portfolio optimisation for light and vanilla cross asset derivatives and are now looking to grow their Quant business globally.
Their environment is vibrant, vivacious and refreshingly fun as every employee is treated with respect & autonomy to explore new ideas to design and implement.
The ideal candidate would have:
A quantitative academic background in any of the STEM subjects
Sound knowledge of financial mathematics - specifically derivative pricing and risk management
Ideally some experience on the sell side within a front office pricing and risk management function for derivatives or XVA
The ability to code in Python
A preference to work in a team-based environment
If you are interested in this opportunity and feel you have a relevant skill set that meets the above criteria, please upload your CV and we will be in touch.