Quantitative Developer

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

I'm currently working with a leading financial markets technology and data business that is looking for a Pricing / Quantitative Analyst to join a multidisciplinary team working across quantitative analysis, market data, development and product.

This is a great opportunity for someone with a strong background in derivatives pricing and financial markets data, who also enjoys working with technology and solving complex valuation problems.

The Role:

You'll play a key role in the development and production of high-quality financial market data, with responsibility for maintaining and improving pricing models used across the business.

You'll be involved in:

• 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

What We're Looking For:

• Proven experience maintaining accurate pricing of financial derivatives
• Strong knowledge of pricing and valuation within at least one asset class
• Good understanding of financial markets data and how it impacts valuations
• Experience working with real-time / event-driven environments
• Regular experience using Bloomberg and/or Reuters
• Experience accessing market data through Excel, APIs or similar tools
• Strong analytical and problem-solving skills
• Intermediate-level programming experience in at least one of:
• Python, Java or C++

Experience across multiple asset classes would be advantageous, as would exposure to:

• Pricing and valuation models
• Electronic trading and execution platforms
• Execution and hedging algorithms
• Database technologies
• KDB+/Q
• Python, Java, C++ or C

Why Consider It?

You'll be joining a genuinely multidisciplinary environment where quantitative analysis, market data, software engineering and product come together.

The role offers the opportunity to work on complex pricing challenges, gain exposure to different areas of financial markets and contribute to technology and data that is used across a global business.

If you're a Pricing Analyst, Quantitative Analyst, Quant Developer or Market Data specialist with strong derivatives pricing experience, I'd be keen to hear from you.