Front Office Quant Dev, Rates Curves (AVP / VP), Singapore

Employer
Millar Associates
Location
Singapore, Singapore
Salary
Total to $300k SGD + Benefits
Posted
24 Jun 2022
Closes
16 Jul 2022
Ref
12398415
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Real-time Rates, Curves, Forwards, RAD, Python, Excel

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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