VP Quant Analyst – Front‑Office Fixed Income Derivatives

Barclay Simpson; Singapore; Sur place; SGD 326 000 - 570 000; Plein temps

Résumé du poste

Barclay Simpson is seeking a VP – FIC Quantitative Analyst on the Hong Kong trading floor. You will develop and enhance pricing, marking and risk solutions for flow, exotic and hybrid fixed income derivatives, directly alongside traders and structurers.

You will build models in C# and Python, prototype ideas quickly, and integrate pricing tools into front-office systems while supporting live pricing and risk management in a fast-paced environment.

Qualifications

• Master’s degree in Mathematics, Financial Engineering, Physics, Engineering, Finance or another quantitative discipline.
• Strong C# and Python skills with solid grounding in financial mathematics and derivatives pricing.
• Excellent communication skills and ability to operate in a fast-paced trading environment.

Responsabilités

• Develop pricing, valuation, hedging and risk solutions for fixed income derivatives.
• Collaborate with traders and structurers on product design, pricing and risk requirements.
• Build and enhance quantitative models using C# and Python.
• Use Python for prototyping and rapid testing of new ideas.
• Implement pricing libraries and analytical tools into front-office systems.
• Support the desk on live pricing, hedging, risk and production issues.
• Monitor model performance and refine approaches as market conditions evolve.

Connaissances

C#

Python

Derivatives pricing

Quant analytics

Communication

Formation

Master's degree in quantitative discipline

Description du poste

Barclay Simpson is seeking a VP – FIC Quantitative Analyst on the Hong Kong trading floor. You will develop and enhance pricing, marking and risk solutions for flow, exotic and hybrid fixed income derivatives, directly alongside traders and structurers.

You will build models in C# and Python, prototype ideas quickly, and integrate pricing tools into front-office systems while supporting live pricing and risk management in a fast-paced environment.