Desk Quant: Macro & Relative-Value Analytics

Dymon Asia Capital

Singapore

Presencial

SGD 180.000 - 300.000

Jornada completa

Hace 3 días

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Descripción de la vacante

Dymon Asia Capital in Singapore seeks a Desk Quant for Macro/Relative-Value to develop pricing and risk models for rates, FX, and RV products. You will lead research on relative-value strategies, build time-series infrastructure, and collaborate with PMs, traders, quants, and developers to productionise ideas.

The role emphasizes validation, cross-asset analytics, and robust backtesting, with strong Python skills and experience in fixed income mathematics.

Formación

4 to 5 years of experience in a quantitative research or desk-quant role facing Front-Office teams (Portfolio Managers/Traders).
Degree in Mathematics, Physics, or Financial Engineering; CQF, FRM are advantageous.
Strong grounding in Fixed Income mathematics, curve construction, and RV concepts.

Responsabilidades

Develop and validate pricing and risk methodologies for Rates, FX, and RV products.
Research relative-value and systematic strategies with PCA-based analytics.
Design and run backtesting frameworks and time-series infrastructure.
Investigate pricing discrepancies and drive fixes with model quant and developers.
Translate research into desk analytics and present to Portfolio Managers.