FICC Front Office Quant in Singapore

Job Description


  • To develop models for derivatives of Fixed Income (Rates / Credit), Currencies and Commodities and integrate the models in the respective systems.
  • To implement the models in derivative warehousing systems.
  • To collaborate with IT developers on the development of functionalities of the in-house system for exotic products.
  • To perform risk study of derivative portfolios and provide input on risk management.
  • To work with Group Risk on the validation of models.
  • To contribute to the qualitative risk management derivative portfolios in the front office.
  • Work closely with colleagues globally.


  • Good understanding of the financial market especially the FICC derivative business.
  • Experience working in Front Office Model Development (C / C# / C++)
  • Post Graduate Degree (PhD / Masters in an appropriate Quantitative / Scientific or Mathematics discipline)

Please include a copy of your resume with your application.

Application form