Asia FX & Rates Options Market Analyst

MILLENNIUM CAPITAL MANAGEMENT (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 150,000 - 230,000; Full time

Job summary

MILLENNIUM CAPITAL MANAGEMENT (SINGAPORE) PTE. LTD. seeks an Analyst to support a Senior Portfolio Manager in a cross-asset macro strategy anchored in FX and FX volatility, with an Asia bias.

The role involves pricing, structuring and risk managing both vanilla and exotic options across rates and FX, plus building analytics tools in Python. The candidate should have strong experience in pricing and risk management, Asian and USD options, and fluency in English with additional Korean or another

Qualifications

• 4+ years of experience in rates and/or FX derivatives trading, structuring or market making at a major institution.

Responsibilities

• Generate and support relative value and directional trade ideas across Asian and G10 rates and FX volatility using vanilla and exotic options.
• Price, structure and execute linear and non-linear positions including exotics and hybrids; analyse volatility surfaces.
• Monitor and manage portfolio risk during Asian trading hours within risk limits and framework.
• Build and maintain pricing, scenario analysis and screening tools in Python to automate workflows and identify volatility opportunities.
• Track central bank policy and macro data, provide market commentary and support execution with dealers.

Skills

FX derivatives

Rates derivatives

Market making

Python scripting

Pricing and risk management

Portfolio risk monitoring

English fluency

Communication skills

Education

Bachelor's degree in a quantitative discipline

Tools

Bloomberg

Python

Job description

MILLENNIUM CAPITAL MANAGEMENT (SINGAPORE) PTE. LTD. seeks an Analyst to support a Senior Portfolio Manager in a cross-asset macro strategy anchored in FX and FX volatility, with an Asia bias.

The role involves pricing, structuring and risk managing both vanilla and exotic options across rates and FX, plus building analytics tools in Python. The candidate should have strong experience in pricing and risk management, Asian and USD options, and fluency in English with additional Korean or another