FX Exotics Quant Researcher, VP, Tier One Bank

Testwood Partners is working with a tier one global bank on a new VP role in their Global Markets Quantitative Research team in Singapore.

The role has been created to support the Singapore desk as it broadens its FX product coverage. You'll develop and implement models and methodologies for valuing FX structured derivatives, and work closely with trading, structuring and risk to solve business problems and explain models to the desk.

It's a hands on seat building out the pricing library. You'll sit alongside the bank's global FX options trading lead and its hybrid quant team in Singapore, and work closely with the FX quant teams in London and Tokyo.

The bank is happy to sponsor visas and relocate the right person to Singapore.

What they're looking for:

• A PhD or Master's in mathematics, theoretical physics or a similar quantitative subject from a top university
• Experience pricing FX exotic options and structured products in a bank or similar environment. Strong equity exotics quants will also be considered
• Solid financial mathematics: smile and volatility models, PDE and Monte Carlo methods, calibration
• Coding in C++ and Python
• Clear written and spoken communication, and fluent English

If this sounds of interest, please apply with an up to date CV. All applications are treated in confidence.