At a Glance
- Tasks: Develop and enhance quantitative models for pricing and risk management of interest rate derivatives.
- Company: Join a leading global investment bank with a focus on innovation.
- Benefits: Visa sponsorship, competitive salary, and opportunities for professional growth.
- Other info: Relocation to Singapore required; dynamic environment with mentorship opportunities.
- Why this job: Make an impact in trading strategy development and complex risk analysis.
- Qualifications: Master's or PhD in a quantitative field with 6+ years of relevant experience.
The predicted salary is between 80000 - 120000 £ per year.
Our client, a well-established global investment bank is looking to expand their business and is looking for a Senior Quantitative Analyst to join them. Relocation to Singapore will be required for this role and Visa sponsorship is available. This is a desk-facing role focused on quantitative research, model development, calibration and implementation of pricing methodologies across interest rate derivatives and exotic products. The role offers significant exposure to trading strategy development, new product innovation and complex risk analysis.
Key Responsibilities:
- Develop, enhance and maintain quantitative models for pricing, risk management and valuation of Rates Options and Exotic Derivatives.
- Research and implement advanced mathematical and statistical methodologies to improve pricing accuracy, hedging effectiveness and risk measurement.
- Partner closely with traders and structurers to analyse market opportunities, evaluate trading strategies and support client-driven solutions.
- Design and perform model calibration, parameter estimation and validation using market data and quantitative techniques.
- Conduct in-depth quantitative research into market dynamics, volatility behaviour and relative value opportunities across interest rate products.
- Support the development of new products and structured solutions by providing quantitative analysis and modelling expertise.
- Explain model assumptions, limitations and outputs to trading, sales, risk management and senior stakeholders.
- Contribute to the ongoing enhancement of the desk’s pricing and risk framework, ensuring consistency with industry best practices and regulatory expectations.
- Collaborate with technology teams to ensure robust implementation of quantitative models within strategic trading and risk management platforms.
- Produce clear technical documentation covering model design, calibration methodologies, validation results and implementation approaches.
Required Experience & Qualifications:
- Master's degree or PhD in Mathematics, Physics, Statistics, Financial Mathematics, Engineering or a related quantitative discipline.
- Minimum 6+ years of Front Office Quantitative Analytics experience within a leading investment bank, hedge fund or quantitative trading environment.
- Strong experience in modelling and pricing interest rate derivatives, options and structured/exotic products.
- Proven experience in one or more of the following areas: Interest Rate Exotics, Credit-Interest Rate Hybrids, FX-Interest Rate Hybrids, Equity-Interest Rate Hybrids.
- Strong understanding of stochastic modelling, derivative pricing theory, numerical methods and risk analytics.
- Experience developing and calibrating pricing models for complex derivatives and structured products.
- Proficiency in Python and C++ sufficient to develop, test and implement quantitative models.
- Strong understanding of model validation, calibration techniques and quantitative research methodologies.
- Ability to communicate complex quantitative concepts to both technical and non-technical stakeholders.
Preferred Experience:
- Experience supporting a Rates Options or Exotics trading desk in a front office environment.
- Knowledge of interest rate model frameworks such as Hull-White, LMM/BGM, SABR and stochastic volatility models.
- Experience interacting directly with traders, structurers and sales teams on pricing, risk and product development initiatives.
- Previous experience mentoring junior quants will be a plus.
Please email your CV directly in word format with job reference no.16531. Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.
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EA Licence: 16S8131 Recruiter Licence: R22104669
VP - Quantitative Analyst (Rates, Exotics) in Slough employer: The Edge Partnership - The Edge in Asia
Join a prestigious global investment bank in Singapore, where you will thrive in a dynamic work culture that fosters innovation and collaboration. With a strong emphasis on employee growth, this role offers unparalleled opportunities to engage in cutting-edge quantitative research and model development while working closely with traders and structurers. Enjoy the benefits of a supportive environment, including visa sponsorship and exposure to complex financial products, making it an ideal place for professionals seeking meaningful and rewarding careers.
Contact Details:
The Edge Partnership - The Edge in Asia Recruitment Team
StudySmarter Expert Advice🤫
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We think you need these skills to ace VP - Quantitative Analyst (Rates, Exotics) in Slough
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