Our client is seeking an exceptional, desk-facing Quantitative Analyst to sit within our Front Office Exotics desk in Singapore. In this highly impactful role, you will work hand-in-hand with traders and structurers, serving as a key technical expert driving the development, calibration, and implementation of next-generation pricing models and risk management analytics for complex exotic derivatives and structured products.
Key Responsibilities
- Design, build, and implement advanced mathematical models for pricing, valuation, and risk management of exotic derivatives and structured products.
- Sit on or directly face the trading desk. Work closely with traders and structurers to evaluate market opportunities, engineer custom structured solutions, and create real-time trading tools.
- Code and integrate production-grade models directly into the bank's central cross-asset analytical libraries using C++ and Python.
- Guide the desk's broader quantitative roadmap, manage high-impact multi-year projects, maintain control frameworks, and mentor/train junior quantitative developers.
- Clearly articulate model behaviors, underlying assumptions, and structural mathematical limitations to senior management, control functions (Model Risk Management/Validation), and compliance stakeholders.
Required Qualifications & Technical Skills
- Master's degree or PhD in a highly quantitative discipline (Financial Mathematics, Mathematics, Physics, Statistics, or Engineering).
- VP Level: 6+ years of front-office quantitative analytics experience within a major investment bank, asset manager, or tier-1 hedge fund.
- SVP Level: 10+ years of experience with a proven track record of model ownership, strategic tech roadmap delivery, or team management.
- Deep, hands-on mathematical modeling and pricing experience strictly in Exotic Derivatives (e.g., Rates Exotics, FX/Equity Hybrids, TARFs, Path-Dependent Options, Barrier Options).
- Sharp, business-focused interpersonal skills. The ability to speak fluidly with fast-moving traders while effectively translating complex math for non-technical stakeholders.
