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Quant Developer (c++ and FX Options)

ExecutiveDNA Pte Ltd Singapore
Posted 8 months ago Flexible Permanent Negotiable
We are looking for a Quant Developer with strong experience on Fx Options and C++ to work on full time basis for our client that is a MAS licensed Fintech firm. The role would be on their payroll. Agency license: 12C5132
  • Understanding of FX and FX Options
  • Experience in building Options pricing model
  • Understanding of derivatives instruments and construction of derivatves payoffs, especially in FX
  • Understand of Stoch, Stoch-local, and loval vol models
  • Developing risk libaries and services in C++ 14+ to be used by the platform for risk analysis and management
  • Understanding of risk metrics and risk management tools
  • Experience in management and handling of market data from external sources


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