【Barclays Singapore】FX Desk Quantitative Analyst Vice President
仕事内容
Join us as key member of the Barclay QA team to develop pricing and risk management models and analytics for the FX option business and provide quantitative analysis and advice regarding the usage of our models. Working with IT on rolling out our models into strategic platforms, you will develop relative value tools for FX structurers/traders. Support both FX businesses (Trading desk and their controlling functions) in their daily activities and processes, develop the mathematical and financial foundation for new models and methodologies in C++ and Python in Barclays’ Quantitative Analytics Libraries. You will also develop tests, estimation and calibration procedures for the models and methodologies and write documentation for the models and methodologies including the estimation and calibration procedures. You will require good written and verbal communication coupled with the ability e to adapt to change, work in a fast changing environment, work independently and collaboratively within a team.
応募資格(必須経験など)
Essential Skills/Basic Qualifications:
• Post-graduate qualification in Mathematics, Statistics, Engineering, Quantitative Finance or another quantitative field
• 3+ years of experience in a global financial services firm with relevant experience with option business modelling
• 3+ years experience of FICC option markets and modelling
• 3+ years In-depth C/C++/Python knowledge
• Experience developing in a large shared pricing library with multiple developers.
• Experience testing models, preparing technical documentation and explaining technical concepts to non-technical users
Desirable skills/Preferred Qualifications:
• Knowledge of additional languages such as C# and XSLT
• Specific experience of FX option markets derivatives