Quantitative Analyst

CompatibL; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A leading provider of financial software solutions is looking for a Quantitative Analyst in Singapore. The position involves model validation and quantitative consultancy, working closely with clients in Asia. Candidates should have a degree in mathematical finance or a related field, alongside strong applied math and data skills. This role offers a unique opportunity to develop expertise in quantitative research and risk management.

Qualifications

• Degree in mathematical finance or related field is required.
• Strong applied math and data skills are essential.
• Knowledge of financial instrument valuation principles is needed.

Responsibilities

• Collaborate on model validation and quantitative consultancy projects with senior analysts.
• Deliver trading and risk enterprise software for the financial markets.
• Liaise directly with customers in Asia and support business growth.

Skills

Applied math skills

Data analysis

Risk valuation knowledge

IR and FX asset class familiarity

Writing methodology documents

Education

Degree in mathematical finance, math, physics, or computer science

Tools

C++

C#

Python

LaTeX

QuantLib

Job description

Position summary

CompatibL, a leading provider of custom software development services, market and credit risk solutions and model validation consultancy for the financial industry, is looking to hire a Quantitative Analyst to join our team in Singapore.

Joining CompatibL is a unique chance that provides the opportunity to work alongside experienced professionals on impactful, quantitative projects across North and South America, Europe, the Middle East, Africa, CIS and South Asia. With individual coaching and continuous feedback, this opportunity enables you to learn a diverse set of models and techniques across multiple client projects and advance your quant skills faster compared to working on a single project in a bank.

Don’t miss this opportunity to gain valuable experience in a highly competitive and demanding field of quant research.

Responsibilities

• You will work together with the team of senior quantitative analysts on comprehensive model validation and challenging quantitative consultancy projects.
• You will help deliver best‑in‑class trading and risk enterprise software for the financial markets industry.
• You will support and liaise directly with customers in Asia and collaborate with business development and marketing teams to help grow CompatibL’s business.

Requirements

• A degree in mathematical finance or math, physics, or computer science.
• Strong applied math skills, the ability to work with data.
• Knowledge of key principles of risk and valuation of financial instruments.
• Familiarity with IR and FX asset classes including derivatives.
• Ability to write methodology documents.

Additional skills that will help you stand out

• Practical knowledge of LaTeX.
• Solid knowledge of probability theory and statistics.
• Practical experience in any of the following languages: C++, C#, Python.
• Experience with QuantLib.
• Strong personal and presentation skills.

About CompatibL

CompatibL was founded in 2003 and delivered its first software product, a real‑time PFE‑based limit management system, to a top US investment bank in 2004. Today, CompatibL provides trading and risk management solutions to some of the largest financial institutions worldwide, including four major derivatives dealers, 33 central banks and some of the world’s largest asset managers in the Americas, EMEA, and APAC.

CompatibL’s quantitative research program has produced multiple innovations in models and numerical methods for counterparty credit risk, settlement risk, risk premia in the yield curve, adjoint algorithmic differentiation, and many others.

The team counts over 300 highly skilled quantitative analysts, financial engineers and developers located in the USA, Europe and Singapore.

How to apply

If you’re interested in becoming a part of CompatibL, send your CV to [e-mail].