Lead Quantitative Modelling for 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

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.