Location: Singapore, Singapore

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

Responsibilities

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

Our multidisciplinary team made up of quantitative analysts, data analysts, data scientists, product specialists, developers and testers is responsible for the development and production of data for the Fenics Market Data business. This data is widely used both internally and externally and as such we aim for the highest possible standards. Each project is typically developed with a cross-section of team members from the different disciplines. This multi-discipline collaboration enables individuals to gain exposure (and contribute) to what other parts of the team and organisation are doing.