GSA (Global Strategic Analytics) - Quantitative Strategist - Emerging Market Strats - Associate

What we will offer you:

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its center.

You can expect:

• Flexible benefits plan including virtual doctor consultation services
• Comprehensive leave benefits
• Gender Neutral Parental Leave
• Flexible working arrangements
• 21 days of annual paid leave, plus public holiday & Flexible Working Arrangement

Your key responsibilities:

• Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
• Provide mathematical and pricing solutions to new and existing products covered by emerging market business
• Migrate all businesses risk management and valuation to the single strategic analytics platform
• Working in partnership with Trading, Structuring, Finance, Market Risk, Technology and Operations to drive the build-out of strategic analytics platform and provide essential production support.
• Applying data science and machine learning techniques to provide trading desk analytical insight

Your skills and experience:

• Minimum of 3 years of relevant Financial Pricing experience with proven understanding of Derivatives Pricing.
• Proven quantitative analytic and modelling skills with practical pricing and risk management experience, especially on Interest Rates, Credit and FX Derivative space.
• Minimum Master or PhD degree in quantitative subjects e.g. Financial Engineering, Statistics, Mathematics and Computer Science.
• Proven Math skills in Probability, Stochastic Calculus and Numerical Methods.
• Working experience in programming skills utilizing languages such as Python or C++ in large-scale environment.
• Hands-on experience on solving practical financial problems using machine learning and data science techniques.

"Role is required to be performed on-site at One Raffles Quay office. Relevant vaccination requirements may apply."

How we'll support you:

• Flexible working to assist you balance your personal priorities
• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs
• Training and development to help you excel in your career

Location: Singapore, SG

Posted Date: 11/15/2024