VP, Macro Rates Desk Quant

Morgan McKinley
Singapore, Singapore
Aug 08, 2022
Aug 21, 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Job Summary
  • Singapore
  • Permanent
  • BBBH823108
  • Jul 22, 2022
  • Competitive
Job Description
Morgan McKinley is working in partnership with a Global Bank who is well known for their top tier Corporate and Investment Banking services. They are one of the well-recognized tier one houses.

Reporting to the team head, you will be responsible for the research, development and implementation of quantitative models for interest rates and FX Flow products. The team works closely with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank.

Role and responsibilities
  • Maintain and upgrade existing models and development of new models for the Rates and FX Flow business.
  • Develop tools for the rates traders and provide support for the trading desk and their controlling functions in their daily activities and processes.
  • Work with IT on rolling out models into strategic platforms.
  • Develop models and methodologies for the pricing, valuation and risk for interest rates and FX flow products.
  • Provide support the rates and FX flow trading desks.
  • Implement the models and methodologies in Barclays' analytics libraries in C++ & Python.
  • Provide quantitative analysis and guidance to traders, risk managers, sales people, controllers and other internal clients.
  • Provide assistance and guidance to the users of the quantitative models and methodologies.
  • Provide guidance to technologists integrating QA models into systems
  • Work with traders, risk managers and technologists to design changes to trading and risk systems
Key requirements
  • Post graduate degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics);
  • Strong numerical programming ability using C++ and Python
  • Strong stakeholder management skills with experience from complex projects
  • Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences
  • Previous exposure to Rates, Inflation and/or FX products and models
Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932


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