Quantitative Analyst Quantitative Analyst …

Nicoll Curtin - Singapore
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 07 avr. 20
To be discussed
Nicoll Curtin - Singapore
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 07 avr. 20
To be discussed
The team works closely with the businesses to satisfy their risk management, valuation and quantitative strategy needs. It provides expect quantitative analysis and it works with the technology teams to develop and improve the trading and risk management platforms.

Your Role
 

  • Quantitative model development and analysis for credit derivatives with a focus on single-name structured credit products such as credit linked notes and structured notes with exposure to rates, FX, and issuer credit risk
  • Work closely with both structured and flow credit traders to price trades and help risk manage the trading books. The ideal candidate will be able to evaluate the full economics of the trades including funding and capital costs.
  • Develop new models and support existing models for structured credit products. The models should be state of the art, practical and well understood by users, and thoroughly tested and documented. Models are delivered in collaboration with quantitative developers and technologists. The ideal candidate will have had experience with stochastic credit and/or rates models.

 

 

Essential Skills

  • At least four years of experience in a credit or rates desk quant role

 


Desirable Skills

  • Masters in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, or similar quantitative field
  • The successful applicant will have excellent oral and written communication skills and be able to clearly express complex technical issues and requirements

 

 

About Us
My client is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US. Our goal is to become the bank of choice by providing superior services to customers and clients and supporting our stakeholders via a commercially successful business that generates long-term sustainable returns.

Risk and Control Objective
All My client colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal My client Policies and Policy Standards.

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