OCBC

MGR/AVP, Quantitative Analyst, Global Markets (Trading)

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Job Location

Singapore, Singapore

Job Description

Why Join
  • You will have direct exposure to financial markets, including equities, fixed income, currencies, and commodities. This provides an opportunity to deepen your understanding of market dynamics, structure products, and risk management techniques.
  • This position allows you to apply your quantitative skills, such as probability theory, numerical analysis, and programming, to solve complex problems in the context of derivative pricing, trading, and risk management. You will have the opportunity to work with front line traders and sales, develop pricing models, and build trading platforms.
How you succeed
  • Develop strong quantitative skills: Post-graduate in a highly quantitative subject (Maths, Physics, Stats etc), with essential understand in probability theory, stochastic calculus as well as numerical methods, e.g., PDE and Monte-Carlo simulation.
  • Acquire domain knowledge: Gain a deep understanding of financial markets, trading strategies, and products. Stay updated with the latest industry trends and developments.
  • Master programming languages and tools: Strong and uncompromised programming skill in numerical fields using C++ and any one of OO languages, e.g., C#, Java etc; proficiency in excel and VBA is also desirable.
What you do
  • Research, design, and implement in-house relevant/consensus models for structure products' pricing and risk management.
  • Maintain/upgrade/rebuild existing in-house risk management tools for supporting trader's intraday hedging activities.
  • Contribute to automate in-house derivative price distribution systems.
  • Collaborate with other stakeholders within the bank to address concerns arising from model validations, reserve methodologies and the new product approvals.
Who you work with
Global Markets encompasses Treasury Advisory and Institutional Sales, Asset Liability Management, Trading, and Business Management. All working together. Offering services that enable efficient business operations. And enabling customers to focus on growth. You'll be joining a dynamic team. Ambitious. Award-winning. Dynamic. Driven. It's about multiproduct solutions that maximise opportunity for everyone. You included.

Qualifications
Who you are
  • 3-7 years' hands-on experience in developing pricing models for exotics in at least one main asset class (in FXD space would be a plus).
  • Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill.
  • Proficient in effective communication and capable of simplifying complex subjects.
Who we are
Singapore's longest established bank, we've been helping people and businesses get what they want from life since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.
Today, we're on a journey of transformation. Embracing technology and creativity to become a future-ready learning organisation. But for all that change, the entire focus of our organisation remains to be Simply Spot On.
In everything we do.
And so whether you want innovate needs-based financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.
Your Opportunity Starts Here.
What we offer
Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.


Location: Singapore, SG

Posted Date: 11/10/2024
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Contact Information

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OCBC

Posted

November 10, 2024
UID: 4932745850

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