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Singapore
Sector: Financial Instruments
Role: Quantitative Analytics
Ref:
Quant Analyst - Singapore
Salary: Contract - competitive
An international bank in Singapore is looking for a quantitative analyst to join the interest rate derivative unit on a contract basis.
The person will participate in a critical project to validate exotic cross currency interest rate derivative models. This is a contract role of 6 months with the potential of leading to a permanent position.
We are looking for people with prior experience in modelling interest rate derivatives (Single Currency Bermudan Swaptions, Callable Range Accruals, etc and other complex products) and is comfortable working with new quantitative/pricing tools or systems. The person must be able to demonstrate good understanding on financial engineeting techniques and quantitative models, as well as the ability to adapt and work with third party software tools.
Good implementation skills and experience in scripting languages is a plus.
Fluent in English.
