Senior Quant Analyst
At a glance
Senior Data Science role at Cantor Fitzgerald/BGC. Singapore, Singapore · full-time.
Pay not stated Data Science salary
dataroles summary, based on the employer's posting.
What you'll do
- Keep pricing models accurate by monitoring them, maintaining them and adjusting their calibration
- Investigate model differences from market observations and work out what is driving the gaps
- Help value complex or illiquid assets and document the pricing review for regional handovers
- Build pricing models within an application development framework
What you bring
- You have a track record of pricing financial derivatives accurately and pricing at least one asset class
- You understand how market and asset data affect valuations, including data sourcing and valuation work
- You have worked with live, event-driven systems and regularly used BBG or Reuters terminals, including Excel or APIs
- You bring data-comparison experience and intermediate skill in Python, Java or C++
Who this fits
This senior role suits someone with hands-on pricing and technical experience, particularly across real-time data and financial derivatives. Experience across several asset classes, pricing models, or electronic trading and execution platforms is an advantage.
From the employer
Key Responsibilities
• Monitor, maintain and calibrate pricing models
• Investigate and resolve deviations model variations from market observations
• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions • Development of pricing models within an application development framework
Skills / Experience
• Essential
o Proven background in maintaining accurate pricing of financial derivatives
o Proven background in pricing at least one asset class
o Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
o Experience in working within real-time event driven environments (as opposed to daily snapshots)
o Experience of regular use of terminals such as BBG and Reuters including: ▪ Data access via excel/APIs
▪ Front-end usage o Technical experience of working with data and building data comparisons
o Essential Languages: Python, Java or C++ (Intermediate level on at least one)
• Desirable
o Background with multiple asset classes is an advantage
o Previous exposure to: ▪ Pricing models
▪ Electronic Trading Systems & Execution Platforms
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