Head of Quant

Newbridge; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A financial services firm in Singapore is seeking a skilled Quant Developer to design, develop, and implement quantitative models for derivatives pricing and risk management. The ideal candidate has a strong background in quantitative finance and mathematics, and proficiency in programming languages such as Python and C++. Responsibilities include collaborating with traders and risk managers, writing efficient code, and validating pricing models and algorithms. This role demands expertise in financial markets and risk analysis.

Qualifications

• Strong background in quantitative finance, mathematics, or physics.
• Proficiency in programming languages such as Python, C++, or MATLAB.
• Experience with derivatives pricing, risk management, or quantitative calibration.

Responsibilities

• Develop and implement quantitative models for derivatives pricing, risk analysis, and calibration.
• Collaborate with traders, risk managers, and other stakeholders.
• Write efficient, scalable, and well-documented code.

Skills

Quantitative finance

Programming

Derivatives pricing

Risk management

Education

Background in mathematics, physics, or related field

Tools

Python

C++

MATLAB

Job description

We're seeking a skilled Quant Developer to design, develop, and implement quantitative models for derivatives pricing, risk management, and calibration. The ideal candidate will have expertise in quantitative finance, programming, and software development.

Key Responsibilities

1. Develop and implement quantitative models for derivatives pricing, risk analysis, and calibration
2. Collaborate with traders, risk managers, and other stakeholders to understand requirements and deliver solutions
3. Write efficient, scalable, and well-documented code in languages such as Python, C++, or MATLAB
4. Implement and validate pricing models, risk metrics, and calibration algorithms
5. Analyze and optimize existing models and algorithms to improve performance and accuracy

Requirements

1. Strong background in quantitative finance, mathematics, or physics
2. Proficiency in programming languages (Python, C++, MATLAB, etc.)
3. Experience with derivatives pricing, risk management, or quantitative calibration
4. Knowledge of financial markets, instruments, and regulations