- BBBH782324 May 20, 2021 Competitive
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-recognised tier one houses.
The Singapore team is looking for a VP to join their Quantitative Analytics team. As a VP, you will be providing quantitative model support and development for flow and structured credit products.
Role and Responsibilities
- Work closely with both structured credit traders to price trades and help risk manage the trading books
- Develop new models and support existing models for structured single name and basket credit products
- Create models that should be state of the art, practical and well understood by users, and thoroughly tested and documented
- Take responsibility to scope and complete modelling projects including where requirements are not yet understood or articulated clearly
- Adapt to change and work in a fast changing environment demonstrating initiative to spot potential problems and find innovative ways to solve them
- PhD or Masters in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, or similar quantitative field with proven experience in a credit desk quant role
- In-depth understanding of modern flow and structured credit products beyond single name and index CDSs
- Proficiency in C++; readiness to take ownership of existing code base, debug and support, refactor, improve and contribute to existing extensive structured credit libraries
- Ability to investigate daily position (PNL) and risk reports, understanding dynamics of PNL prediction and attribution
- Programming skills across VBA/ Python/ C#
- Familiarity with modern regulatory risk frameworks
- Great communication skills, readiness to communicate directly with traders, risk, model validation and IT
If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at firstname.lastname@example.org for more information.
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
+65 6818 3140