Lead Quant: Structured Rates & Exotic Modelling

A leading financial institution in Singapore seeks a top-tier candidate to provide quantitative and analytical expertise for trading strategies and risk management. Applicants should have at least 6-7 years of experience with rate options, exotics, and structured products, alongside a Masters or PhD in STEM. Successful candidates will demonstrate thought leadership, problem-solving skills, and proficiency in C++ and Python. This role is crucial for optimizing investment opportunities and supporting front office infrastructure.

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