Senior Quant Analyst

Cantor Fitzgerald; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Cantor Fitzgerald in Singapore seeks a pricing analytics professional to maintain pricing models, calibrate derivatives pricing and support valuation across asset classes. You will work with real-time data environments, access Bloomberg/Reuters terminals, and implement data-driven comparisons using Excel/APIs, with strong coding in Python/Java/C++. The role emphasizes cross-asset pricing expertise and regional handovers.

Qualifications

• Pricing derivatives experience is essential.
• Experience pricing at least one asset class.
• Knowledge of data sourcing, asset pricing and valuation impact on valuations.
• Experience in real-time event-driven environments.
• Regular use of terminals (Bloomberg/Reuters) and data access via Excel or APIs.
• Front-end data usage and building data comparisons.
• Proficiency in Python, Java or C++ (intermediate level in at least one).

Responsibilities

• Monitor, maintain and calibrate pricing models.
• Investigate and resolve deviations between model outputs and market observations.
• Assist with valuation of esoteric or illiquid assets.
• Prepare documentation to support pricing evaluations and hand-overs between regions.
• Develop pricing models within an application development framework.

Skills

Pricing derivatives

Pricing assets

Data sourcing & valuation

Real-time data processing

Bloomberg Terminal / Reuters

Excel / data APIs

Programming: Python/Java/C++

Data visualization / data comparisons

Job description

Key Responsibilities

• Monitor, maintain and calibrate pricing models
• Investigate and resolve deviations model variations from market observations
• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions
• Development of pricing models within an application development framework

Skills / Experience

Essential

• Proven background in maintaining accurate pricing of financial derivatives
• Proven background in pricing at least one asset class
• Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
• Experience in working within real-time event driven environments (as opposed to daily snapshots)
• Experience of regular use of terminals such as BBG and Reuters including: Data access via excel/APIs
• Front-end usage o Technical experience of working with data and building data comparisons
• Essential Languages: Python, Java or C++ (Intermediate level on at least one)

Desirable

• Background with multiple asset classes is an advantage
• Previous exposure to: Pricing models
• Electronic Trading Systems & Execution Platforms