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...