AVP, Desk Strategist, Equity Derivatives, Global Financial Markets
Location
Singapore - Central
Posted
3 weeks before
Full Job Description
Responsibilities: - Work closely with senior traders, quants, and tech teams to research, develop and implement position & risk management tools to perform real-time P&L calculations, risk attribution, and scenario analysis - Assist in development and testing of option trading & hedging strategies - Assist in monitoring & risk managing desk's positions - Actively perform research on industry best practices, analyse and drive improvements in desk's trading & risk management capabilities. - Conduct market research and risk analysis on equity and index volatility, skew, term structure, and correlation dynamics Requirements: - Masters or PhD in a quantitative field is preferred - Prior experience in related domain is advantageous although not mandatory - Confident programming skills in Python or C++, proficiency in Excel & VBA - Good understanding of volatility modelling, numerical methods (e.g., Monte Carlo simulation, PDE methods), and practical pricing challenges. - Experience with statistical modeling, time-series analysis, and regression techniques. - Excellent analytical and problem solving skills are essential; Strong communication skills and intellectual curiosity are important assets. Location: DBS Asia Central Job: Product Management Schedule: Regular Employee Status: Full time
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