Quant Researcher

BlueCrest Capital Management; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

BlueCrest Capital Management, located in Singapore, is seeking a Quant Research professional to enhance core systems in the trading desk's environment. The role requires strong mathematical skills and programming experience in C# and C++. Candidates should have a solid quant research background and be ready to work on all asset classes.

This position emphasizes delivering robust solutions while working within a collaborative team. It's an excellent opportunity for those looking to thrive in a dynamic trading environment.

Qualifications

• Strong mathematical and programming skills are essential.
• Experience in a front office trading environment is required.
• Ability to implement solutions in C# and C++.

Responsibilities

• Work with trading desks and risk management for pricing and market analysis.
• Drive requirements from inception to delivery.
• Implement robust solutions in core analytics libraries.

Skills

Quant research background

C# programming

C++ programming

Python

SQL Server

Linear/Vol Rates knowledge

Excellent interpersonal skills

Experience in front office trading environment

Tools

Bloomberg

Job description

The Quant Research team is a centralised function responsible for maintaining and enhancing core systems in BlueCrest. We support curve build across rates/fx/inflation/bond/commodity, rates vol calibration frameworks as well as maintaining and enhancing existing quant analytics libraries and timeseries data.

The QR team sits within the Front office technology group and liaises heavily with the desk and other support functions including RAD, Risk Dev and market risk managers

Role Overview

The primary focus of this role is to work with the trading desks and risk management to meet any of their pricing, risk and market analysis needs.

The role will require strong mathematical and programming skills with the core analytics libraries being written C# and C++. The successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of a larger group wide development and desk facing team. A pragmatic approach has to be taken at all times. Key factors are time to market, fit for purpose, and code reusability.

This is an excellent opportunity for a delivery focused individual with solid quant research background and strong development skills to work directly with the trading desk without any bureaucracy or politics.

The business trades all asset classes but is primarily rates focused. Linear rates pricing experience is a minimum requirement for this role, but it also offers a unique opportunity to expand exposure to all asset classes and learn from some of the best traders in the world.

You must be comfortable driving requirements from inception to delivery and managing the relationship with the user throughout the full development life cycle.

Experience Required

Technical Skills:

• Experience working in front office trading environment
• Linear/Vol Rates knowledge
• Excellent interpersonal skills
• Fx, Credit, Commodities Equity derivatives, Bloomberg
• Python, SQL Server

BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation or nationality.