Quantitative Modeler

Location: Singapore
Job Type: Permanent
Reference: 05_040219
Sector: Risk Management

Brief Overview:

A reputable investment management firm is looking for a Quantitative Modeler with experience working on derivatives pricing, risk, and hedging models to join the firm’s Investment Risk Analytics team.

Responsibilities:

  • Work directly with the head of risk analytics to build, enhance and update quantitative models and simulation engines used to price, monitor, analyze, stress and forecast risk in the firm’s portfolio of cross asset derivative trades and hedges (FX, interest rate and other asset classes)
  • Provide quantitative analysis of the firm’s portfolio of cross asset derivatives trades and hedges
  • Manage the daily, monthly and quarterly generation of portfolio risk and risk analytics reports
  • Responsibility to make sure that deployed models remain fit for use
  • Work directly with dealing room to identify and analyze global trades

Requirements:

  • Must have Quantitative BS or MS from a top school (Computer Science, Finance, Economics, Quantitative, Mathematics or related field)
  • Must have 3+ years of quantitative modeling experience in the financial markets
  • Must have proven experience building models that structure, price, analyze and manage cross asset derivatives, structured products and dynamic strategies
  • Must have advanced programming skills (R, Python, Matlab)
  • Must have strong communication skills, the role will interact and work closely traders, risk managers, operations and technology

Interested candidates kindly forward your CV to dexterchin@aquissearch.com. All information will be kept strictly confidential. We regret to inform that only successful applicants will be contacted.