Associate/Senior Associate, Trader - Equity Derivatives, Global Financial Markets

DBS Bank; Singapore; On-site; SGD 90,000 - 180,000; Full time

Job summary

DBS Bank is seeking a talented quantitative developer to support equity derivatives and algo trading initiatives. The role emphasizes Python and C++ for data analysis, rapid prototyping, and developing scalable quantitative strategies.

The candidate should have 2-5 years of relevant experience, strong OOAD skills, and familiarity with time-series data and asynchronous programming. The position requires clear communication in a fast-paced fintech environment.

Qualifications

• 2-5 years of relevant experience.
• Strong understanding in Object Oriented Analysis and Design techniques.
• Highly proficient in Python and C++ for data analysis and scripting.
• Experience with non-relational/time-series databases, asynchronous programming.
• Interested in Algo Trading, Equity Derivatives / Quant Development.
• Strong analytical skills and able to work in a high-paced environment.
• Good written and verbal communication skills with ability to communicate technical concepts clearly.

Responsibilities

• Participate in SDLC through designing, coding, testing, deploying, documenting and supporting application.
• Market make in equity derivatives products.
• Systematic and quantitative research and recognize market participants patterns.
• Research and implementation of new data sets into developmental strategies
• Back testing and understanding of strategies including abstractions and requirements.

Skills

Python

C++

Data analysis

OOAD

Asynchronous programming

Quant development

Equity Derivatives

Job description

As an Asian leader in treasury operations, DBS Global Financial Markets (GFM) extends a broad range of capabilities ranging from trading, structuring and sales in foreign exchange, interest rates, money market, credit, equity, commodities, bonds, derivatives and securities. We are a key player in various regional markets and actively make market, structure, originate, innovate and distribute a wide range of products.

Our extensive network in Asia and our growing Asian focused franchises helps expand our product outreach and deepen product penetration. Altogether, our specialists are working across our expanding branch network to offer a full range of products and exceptional levels of services to clients investing and hedging in the global markets.

Responsibilities:

• Participate in SDLC through designing, coding, testing, deploying, documenting and supporting application.
• Market make in equity derivatives products.
• Systematic and quantitative research and recognize market participants patterns.
• Research and implementation of new data sets into developmental strategies
• Back testing and understanding of strategies including abstractions and requirements.

Requirements:

• 2- 5 years of relevant experience
• Strong understanding in Object Oriented Analysis and Design techniques.
• Highly proficient in Python and C++ for data analysis and scripting. Experience with non-relational/time-series databases, asynchronous programming.
• Interested in Algo Trading, Equity Derivatives / Quant Development.
• Strong analytical skills and able to work in a high-paced environment.
• Good written and verbal communication skills with ability to communicate technical concepts to various audiences in clear and concise manner.
• Good prioritization and time management skills.