Head of Quant Analysis & Software Engineering

LICO RESOURCES PTE. LTD.; Singapore; On-site; SGD 120,000 - 160,000; Full time

Job summary

A leading digital asset trading firm in Singapore seeks a Senior Quantitative Leader to drive model development and analytics for digital derivatives. The successful candidate will lead front-office pricing models and mentor teams, requiring a PhD or MSc in a quantitative field and over 10 years of experience in derivatives. This role offers competitive compensation and a chance to innovate in a rapidly evolving market.

Benefits

Flexible working arrangements

High visibility and impact role

Collaborative and flat organizational culture

Qualifications

• 10+ years of deep experience in derivative pricing, model calibration, and stochastic modeling.
• Strong theoretical foundation in numerical methods and random processes.
• Proven ability to lead and mentor quant teams.

Responsibilities

• Lead the design and implementation of front-office quantitative models.
• Guide development of calibration frameworks for market conditions.
• Oversee model validation and integration with pricing engines.

Skills

Stochastic calculus

Derivative pricing

Model calibration

Programming (C++, C#)

Risk management

Mentoring

Communication skills

Education

Postgraduate degree (PhD or MSc) in a quantitative discipline

Job description

Lico Resources is partnering with a leading digital asset trading firm at the forefront of innovation in structured products and derivatives markets.

We are seeking an accomplished quantitative leader to spearhead model development and analytics for a high-performing digital asset derivatives desk. This is a senior-level opportunity to drive the architecture of front-office pricing and risk models, working closely with traders, quant developers, and product specialists across a diverse suite of exotic and vanilla options strategies.

This role is ideal for a quantitative expert who thrives on solving complex mathematical problems, building robust libraries, and mentoring high-performing teams—all within the dynamic and rapidly evolving world of digital assets.

Key Responsibilities

• Lead the design and implementation of front-office quantitative models for structured and exotic digital derivatives
• Guide the development of calibration frameworks to adapt models to evolving market conditions and volatility regimes
• Oversee model validation, documentation, and integration with front-office systems and pricing engines
• Collaborate with quant developers to translate model specifications into scalable production libraries
• Build tools to support intraday risk management, scenario analysis, and portfolio analytics
• Provide technical leadership and mentorship to a team of quantitative modellers and researchers
• Partner with trading and structuring teams to explore new product opportunities and valuation techniques
• Stay ahead of market trends and academic developments to continuously refine model performance and design

Qualifications

Must-Have:

• Postgraduate degree (PhD or MSc) in Mathematics, Physics, Engineering, Finance, or a related quantitative discipline
• Deep experience in derivative pricing, model calibration, and stochastic modelling (minimum 10 years)
• Strong theoretical foundation in stochastic calculus, numerical methods (Monte Carlo, PDE, Trees), and random processes
• Solid programming capabilities, ideally with exposure to C++, C#, or similar languages used in financial modelling
• Familiarity with model architecture used in exotic and structured product trading
• Proven ability to lead and mentor quant teams in high-performance environments
• Excellent communication skills, with the ability to explain complex models to both technical and non-technical stakeholders

Nice to Have:

• Background in digital assets or crypto derivatives markets
• Experience with pricing engines for exotics or structured options products
• Exposure to C#-based quant libraries or risk frameworks
• A track record of publishing technical documentation and quantitative research

Why Join This Firm

• Direct leadership over a mission-critical function driving derivatives trading strategies
• High-impact, high-visibility role with room to innovate and drive technical evolution
• Culture that values deep expertise, collaborative thinking, and autonomy
• Flat organizational structure where your voice is heard at all levels
• Competitive compensation structure with flexible working arrangements
• Opportunity to shape the future of digital derivatives in a fast-moving, entrepreneurial environment

If you are interested in this role, please send us your updated resume today to [e-mail] quoting reference number A07868. Please note that only shortlisted candidates will be notified.

Data provided is for recruitment purposes only.

Job Reference No: A07868

EA Licence No.: 13C6733

EA Registration No.: R1333454