Senior Quant Lead: Derivatives Pricing & Risk Modeling

Newbridge; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A financial services firm in Singapore is seeking a skilled Quant Developer to design, develop, and implement quantitative models for derivatives pricing and risk management. The ideal candidate has a strong background in quantitative finance and mathematics, and proficiency in programming languages such as Python and C++. Responsibilities include collaborating with traders and risk managers, writing efficient code, and validating pricing models and algorithms. This role demands expertise in financial markets and risk analysis.

Qualifications

• Strong background in quantitative finance, mathematics, or physics.
• Proficiency in programming languages such as Python, C++, or MATLAB.
• Experience with derivatives pricing, risk management, or quantitative calibration.

Responsibilities

• Develop and implement quantitative models for derivatives pricing, risk analysis, and calibration.
• Collaborate with traders, risk managers, and other stakeholders.
• Write efficient, scalable, and well-documented code.

Skills

Quantitative finance

Programming

Derivatives pricing

Risk management

Education

Background in mathematics, physics, or related field

Tools

Python

C++

MATLAB

Job description

A financial services firm in Singapore is seeking a skilled Quant Developer to design, develop, and implement quantitative models for derivatives pricing and risk management. The ideal candidate has a strong background in quantitative finance and mathematics, and proficiency in programming languages such as Python and C++. Responsibilities include collaborating with traders and risk managers, writing efficient code, and validating pricing models and algorithms. This role demands expertise in financial markets and risk analysis.