about 1 month ago
Singapore, SingaporeStaff+
Responsibilities
- Design and develop pre-trade pricing and analytics tools for investment professionals.
- Implement real-time pricing engines and historical pricing frameworks using market data.
- Develop analytics for historical curve construction and relative value analysis.
- Maintain large-scale derived macro datasets for trading analytics.
- Build scenario analysis frameworks for pricing and PnL impact assessment.
- Integrate pricing and backtesting analytics into research and trading workflows.
- Develop scalable data pipelines for market data ingestion and retrieval.
- Collaborate with investment professionals to translate trading ideas into analytics.
Requirements
- Post-graduate degree in a quantitative discipline from a top-tier university.
- 12-15+ years of experience in macro quantitative analytics at a top-tier bank or fund.
- Strong expertise in linear Rates and FX products, including curve construction.
- Proven experience building pre-trade analytics and trading pricing tools.
- Advanced programming skills in Python and C++.
- Solid data engineering proficiency with large financial datasets.
- Experience with cloud-based data platforms such as AWS, GCP, or Azure.
- Strong communication skills and ability to work closely with investment professionals.