Senior Quantitative Specialist

Responsibilities****

· Conduct quantitative research to develop interest rates models, FX derivatives models, enhance existing pricing models, develop new methodologies for pricing, hedging, and risk management of interest rate & FX derivatives including derivative on SG interest rate proprietary indices.

· Lead the team of quantitative analysts working on designing and implementing pricing models for interest rate derivative, FX derivatives and hybrids. Define the tasks for each member in this team and check their produced design document, source code, implemented solutions and testing.

· Maintain the pricing libraries and the pricing tools used by the trading in the pre-trade for risk management and P&L estimation and provide an adequate support to trading, sales, engineers, IT users and risk validators in their use of these tools.

· Collaborate with interest derivative traders, financial engineering, structurers, and other stakeholders to understand business requirements when structuring new interest rate products and develop adequate pricing models, quantitative solutions and/or adapt existing pricing models to address these requirements.

· Mentor the junior team members, provide guidance on quantitative techniques, serve as one of leading voice for quantitative design decisions and foster collaboration and knowledge sharing by maintaining regular contact with similar quantitative analysis teams within the organization, both locally and in other regions

· Stay informed about the latest advancements in quantitative finance research related to interest rates derivative and fixed income hybrids.