eFinancialCareers

• Company

  Millar Associates

• Location

  Singapore

• Compensation

  Up to SGD 600k Total Package

• Position Type

  Employee

• Employment type

  Full time

• Updated

  21 Nov 2008

• eFC Ref no

  457965

With growth in Asia, this leading bank seeks to recruit an experienced Commodities Quant Analyst to join their multi-asset group in Singapore. You will develop structured products for their Commodities Desk (inc Oils, Base Metals, Agriculture) while gaining exposure to Rates, FX and Credit

Global Investment Bank
Multi-Asset Quant Group
Singapore

KEY RESPONSIBILITIES:

• Develop and enhance the pricing and risk management models for the pan-Asia Commodities business (vanilla to complex exotics)
• Assist the trading team in pricing and assessing the risk of complex transactions
• Support the fast growing commodities trading platform
• Assist the traders with their queries

KEY REQUIREMENTS:

• Must be PhD educated in Physics or Maths (Stochastic Processes) and published
• 3-5yrs experience as a Commodities Quant Analyst in a leading Financial Institution
• Over 3yrs experience with Commodities products (Base Metals, Agriculture, Oil), both vanilla & exotics
• Experience supporting a derivatives trading desk
• Structured Products experience
• Strong analytical & communication skills
• Experience of the Asian markets is advantageous
• Excellent C / C++, Java VBA, .Net (desirable)