Quantitative Researcher

Company Summary

We are a leading, fast-paced global investment firm with a strong focus on interest rates and a rapidly growing commodities business. Operating with minimal bureaucracy and politics, our Front Office Technology environment offers rare, cross-asset exposure and the opportunity to collaborate directly with world-class traders. We prioritize pragmatic, high-impact technology solutions where time-to-market and code reusability are paramount.

Roles & Responsibilities

• Analytics & Calibration: Maintain and enhance core quantitative analytics libraries, alongside curve and volatility surface calibration frameworks that power all global pricing and risk tools
• Desk Collaboration: Partner directly with trading desks and risk management to build, support, and optimize pricing sheets, regression analysis tools, and market analysis models
• Cross-Functional Delivery: Gather business requirements locally and collaborate with global technology teams to deliver system enhancements and conduct critical code reviews for core library releases
• Front-End Integration: Develop and support user-friendly Excel and Python front-ends underpinned by robust C#, C++, and SQL Server back-end infrastructures

Required Skills & Experience

• Domain Expertise: Strong front-office development background with specialized derivatives experience in Rates and/or Commodities (experience in FX, Credit, or Equity derivatives is a plus)
• Technical Proficiencies: Elite programming skills in C# and C++ are essential, with proficiency in Python, SQL Server, and Bloomberg highly desirable
• Experience Level: Ideally 5+ years of relevant quantitative research and development experience in a high-performance trading environment
• Soft Skills: A pragmatic, delivery-focused mindset with the communication skills required to seamlessly bridge the gap between traders, risk managers, and global developers

If you're interested in the above role, click on the apply function now! Alternatively, you can contact Mon Fei at [Confidential Information] for a confidential discussion. Only shortlisted candidates will be notified

Morgan McKinley Pte Ltd

Chow Mon Fei

EA Licence No:11C5502

EA Registration No.R1877534