Front Office Quant Dev, Rates Curves (AVP / VP), Singapore
- Employer
- Millar Associates
- Location
- Singapore, Singapore
- Salary
- Total to $300k SGD + Benefits
- Closing date
- Jul 16, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Real-time Rates, Curves, Forwards, RAD, Python, Excel
KEY RESPONSIBILITIES:
ESSENTIAL SKILLS & EXPERIENCE:
KEY RESPONSIBILITIES:
- Deliver tactical Sales and Trading tools to mitigate risk, and to facilitate the transition to the strategic real-time pricing & risk system
- Build relationships with Front Office users, Quant Researchers, and other teams across eRates Trading & technology
- Define reporting tools for quantifying eTrading performance (revenue, risk and client service)
- Maintain & enhance RAD toolset
- Continuously develop customer service & performance metrics, and determine appropriate actions
ESSENTIAL SKILLS & EXPERIENCE:
- Strong software development skills in languages such as Python, F#, Haskell
- Knowledge of flow Rates (G10, EM), OIS, Swap pricing, Bond pricing, FWDs/Cross currency
- Experience building & extending and analytics libraries
- Experience with large scale real-time distributed systems and eTrading
- Strong Excel skills - able to create add-ins/automation using languages other than VBA
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