full-time
Senior Quant Analyst
BGC Group
- Employer
- BGC Group
- Location
- Singapore
- Working pattern
- on-site
About the role
Monitor, maintain, and calibrate pricing models; investigate differences between model valuations and market observations; and assist with valuing esoteric or illiquid assets. Document pricing evaluations and regional handovers, and develop pricing models within an application development framework. Candidates should have experience maintaining accurate derivative pricing and pricing at least one asset class, along with knowledge of data sourcing, asset pricing, and valuation. They should be experienced with real-time event-driven environments and Bloomberg or Reuters terminals, and have intermediate proficiency in at least one of Python, Java, or C++.