• Competitive
  • Singapour, Singapore
  • CDI, Plein-temps
  • OCBC Bank
  • 2018-06-22

Front-Office Quantitative Analyst, Global Treasury-Trading Management Portfolio

Front-Office Quantitative Analyst, Global Treasury-Trading Management Portfolio

We are looking for a passionate individual with 3-5 years' experience in quantitative field to join the FO desk quant team;

Roles and Responsibilities:
  • Maintain, support and enhance current cross asset pricing engines and toolkits in structure business;
  • Actively participate in projects on the new yield curve framework putting in considerations like counterparty, CSA, funding etc, from idea generations to implementations;
  • Trading strategy formulation, back-testing and execution;


  1. 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
  2. Prior working experience in developing pricing models and analysing risk behaviour for exotics in at least one asset class among FX, Rates and Equity OR rate curve buildings
  3. Strong and uncompromised programming skill in numerical fields using C++ or C#.NET or other OO languages;
  4. Prior Python and machine learning exposures would be a plus;
  5. Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill;
  6. 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.
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