Job Description
Our client is seeking an exceptional, desk-facing Quantitative Analyst to sit within our Front Office Exotics desk in Singapore. In this highly impactful role, you will work hand-in-hand with traders and structurers, serving as a key technical expert driving the development, calibration, and implementation of next-generation pricing models and risk management analytics for complex exotic derivatives and structured products.
Key Responsibilities
- Design, build, and implement advanced mathematical models for pricing, valuation, and risk management of exotic derivatives and structured products.
- Sit on or directly face the trading desk. Work closely with traders and structurers to evaluate market opportunities, engineer custom structured solutions, and create real-time trading tools.
- Code and integrate production-grade models directly into the bank’s central cross-asset analytical libraries using C++ and Python.
- Guid...