Head of Quantitative Modelling Digital Derivatives

LICO RESOURCES PTE. LTD.; Singapore; On-site; SGD 150,000 - 200,000; Full time

Job summary

A leading digital asset trading firm in Singapore is seeking a Head of Quantitative Modelling to drive model development and analytics for a derivatives desk. The role requires expertise in derivative pricing, model calibration, and strong programming skills. Ideal candidates should have experience leading quant teams and possess a postgraduate degree in a quantitative discipline. This senior role offers competitive compensation and the opportunity to shape the future of digital derivatives.

Benefits

Competitive compensation structure

Flexible working arrangements

Opportunity for innovation and technical evolution

Qualifications

• Minimum 10 years of experience in derivative pricing and stochastic modeling.
• Strong theoretical foundation in stochastic calculus and numerical methods.
• Proven ability to lead and mentor quant teams in high-performance environments.

Responsibilities

• Lead the design and implementation of quantitative models for digital derivatives.
• Guide model calibration frameworks to adapt to market conditions.
• Mentor a team of quantitative modellers and researchers.

Skills

Derivative pricing

Model calibration

Stochastic modelling

Programming (C++, C#)

Communication skills

Team leadership

Education

Postgraduate degree (PhD or MSc) in Mathematics, Physics, Engineering, Finance

Tools

C++

C#

Job description

Roles & Responsibilities

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

Head of Quantitative Modelling – Digital Derivatives | Singapore

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.

Data provided is for recruitment purposes only.