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Front-Office Quantitative Analyst (AVP), GT Trading, Global Treasury
OCBC Bank
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Front-Office Quantitative Analyst (AVP), GT Trading, Global Treasury

OCBC Bank

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Details
Posted:
January 14, 2021
Location:
Singapore, Singapore
Salary:
Open
Type:
Full Time
We are looking for a passionate individual with 5-7 years' experience in quantitative field to join the FO desk quant team.

Roles and Responsibilities

  • maintain, enhance and develop cross asset derivative pricing models and engines;
  • provide direct quantitative support to various trading desks by developing in-house desktop toolkits as well as automating intraday derivative price quoting;
  • participate in end-to-end quant trading workflow: strategy formulation, back-testing and API execution


*LI-VN

Qualifications
Requirements

  • Post graduate in a highly quantitative subject (Maths, Physics, Stats etc), with solid knowledge in probability theory, stochastic calculus as well as numerical methods, e.g. PDE and Monte-Carlo simulation
  • 5-7 years of experience in quantitative field
  • Prior working experience in developing pricing models and analysing risk behaviour for exotics in at least one asset class among FX, Rates and Equity
  • Strong and uncompromised programming skill in numerical fields using C++ or C#.NET or other OO languages
  • Prior Python and machine learning exposures would be a plus
  • Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill
  • Able to adapt and react to the fast and dynamic front desk environment with excellent communication skills to liaise effectively with traders, quants, risk and IT professionals.


Internal Number: 9782796
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