Tier 1 investment Bank - VP FX Quantitative Researcher, Singapore

Responsibilities:

• Develop and implement quantitative models for FX options pricing, risk management, and relative value tools.
• Enhance the bank’s C++/Python quantitative libraries and ensure seamless integration with trading platforms.
• Provide front-office support through analytical infrastructure ownership and trader advisory.
• Lead model testing, calibration, and documentation, bridging technical and non-technical stakeholders.

Requirements:

• Advanced degree (PhD/MSc) in Math, Stats, Engineering, or Quantitative Finance.
• 5+ years’ experience in FX/FICC options modeling at a global financial institution.
• Expert-level C++/Python coding within large-scale pricing libraries.
• Proven track record in model development, testing, and documentation.
• Strong communication skills to explain complex concepts to traders and control functions.
• Preferred: Knowledge of C#/XSLT or specific FX derivatives experience.