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Quantitative Analyst
Eingestellt von iKas International
Gesuchte Skills: Sql
Projektbeschreibung
One of Asia's most prestigious and well established brand names for Wealth Management is experiencing positive change as they seek to grow and build their capabilities as a major player in the market place.
In order to build out a centre of excellence in Singapore, there is now an opening for a mid-level quantitative analyst to join on a contract basis.
As part of a growing and high profile team and with the potential to be rewarded with longer term opportunities this is a great role for anyone looking to establish their career in one of the leading
RESPONSIBILITIES
- Manage the execution derivatives valuation and risk analytics for vanilla and exotic derivative products
- Write product specifications for vanilla and exotic derivative products across FX, Equities, Credit Derivatives and Structured Products
- Research, develop and program complex quantitative models for valuation and risk management
- Analyze and evaluate third party analytical systems and participate in their implementation
- Assist in evaluating and implementing portfolio analytics and margining solutions and drive their integration within future Wealth Management Reporting infrastructure.
REQUIREMENTS
- PhD or M.Sc. in Business, Finance, Mathematics or any other quantitative or business-related field
- At least 3+ years of experience in model development, risk, valuation, and model validation development
- A proven track record in working with Foreign Exchange, Equity and/or Credit Derivatives products
- A demonstrable ability to perform (SQL) database management tasks for the creation of valuation models
- Commercial experiences with Market Data API's and valuation libraries such as NumeriX
- A strong understanding of quantitative, statistical and mathematical financial techniques for rate curve construction, volatility surface generation and interpolation and structuring custom derivatives deals is essential
- Excellent communication skills are essential to be considered for this role.
Ikas International Ltd is acting as an Employment Business in relation to this vacancy.
In order to build out a centre of excellence in Singapore, there is now an opening for a mid-level quantitative analyst to join on a contract basis.
As part of a growing and high profile team and with the potential to be rewarded with longer term opportunities this is a great role for anyone looking to establish their career in one of the leading
RESPONSIBILITIES
- Manage the execution derivatives valuation and risk analytics for vanilla and exotic derivative products
- Write product specifications for vanilla and exotic derivative products across FX, Equities, Credit Derivatives and Structured Products
- Research, develop and program complex quantitative models for valuation and risk management
- Analyze and evaluate third party analytical systems and participate in their implementation
- Assist in evaluating and implementing portfolio analytics and margining solutions and drive their integration within future Wealth Management Reporting infrastructure.
REQUIREMENTS
- PhD or M.Sc. in Business, Finance, Mathematics or any other quantitative or business-related field
- At least 3+ years of experience in model development, risk, valuation, and model validation development
- A proven track record in working with Foreign Exchange, Equity and/or Credit Derivatives products
- A demonstrable ability to perform (SQL) database management tasks for the creation of valuation models
- Commercial experiences with Market Data API's and valuation libraries such as NumeriX
- A strong understanding of quantitative, statistical and mathematical financial techniques for rate curve construction, volatility surface generation and interpolation and structuring custom derivatives deals is essential
- Excellent communication skills are essential to be considered for this role.
Ikas International Ltd is acting as an Employment Business in relation to this vacancy.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung