Pricing Quant Developer: Real-Time Derivatives & Market Data

Oliver Bernard; Singapore; On-site; SGD 100,000 - 180,000; Full time

Job summary

Oliver Bernard is seeking a Pricing / Quantitative Analyst to join a multidisciplinary team working across quantitative analysis, market data, development and product. You will develop and productionize pricing models, calibrate models, and work with real-time market data to support valuations across a global business.

The ideal candidate has strong derivatives pricing experience, a solid grasp of market data's impact on valuations, and programming skills in Python, Java or C++.

Qualifications

• Proven experience maintaining accurate pricing of financial derivatives.
• Strong knowledge of pricing and valuation within at least one asset class.
• Understanding of how financial markets data affects valuations.
• Experience with real-time/event-driven environments.
• Regular experience with Bloomberg and/or Reuters.
• Experience accessing market data via Excel, APIs or similar tools.
• Strong analytical and problem-solving skills.
• Programming experience in Python, Java or C++.

Responsibilities

• Monitoring, maintaining and calibrating pricing models.
• Investigating discrepancies between model outputs and market observations.
• Supporting the valuation of esoteric and illiquid assets.
• Developing pricing models within an application development framework.
• Working with real-time, event-driven market data.
• Sourcing and analysing data to understand its impact on valuations.
• Building data comparisons and investigating pricing anomalies.
• Producing documentation to support pricing processes and regional handovers.
• Collaborating with Quant Analysts, Data Scientists, Developers, Product Specialists and Testers.

Skills

Derivatives pricing

Valuation knowledge

Market data understanding

Real-time data experience

Bloomberg/Reuters

Data access via Excel/APIs

Analytical & problem-solving

Programming (Python/Java/C++)

Tools

Bloomberg Terminal

KDB+/Q

Job description

Oliver Bernard is seeking a Pricing / Quantitative Analyst to join a multidisciplinary team working across quantitative analysis, market data, development and product. You will develop and productionize pricing models, calibrate models, and work with real-time market data to support valuations across a global business.

The ideal candidate has strong derivatives pricing experience, a solid grasp of market data's impact on valuations, and programming skills in Python, Java or C++.