AVP, Quant Strategist, Equity Derivatives, Global Financial Markets

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