Senior Quant Analyst - Real-Time Derivatives Pricing

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

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.