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Company:		Millar Associates
Location:		Singapore
Remuneration:		Up to SGD 600k Total Package
Position Type:		Employee
Employment type:		Full time
Updated:		17 Nov 2008
eFC Ref no:		457965

With growth in Asia, this leading bank seeks to recruit an experienced Commodities Quant Analyst to join their multi-asset group in Singapore. You will develop structured products for their Commodities Desk (inc Oils, Base Metals, Agriculture) while gaining exposure to Rates, FX and Credit

Global Investment Bank
Multi-Asset Quant Group
Singapore

KEY RESPONSIBILITIES:

Develop and enhance the pricing and risk management models for the pan-Asia Commodities business (vanilla to complex exotics)
Assist the trading team in pricing and assessing the risk of complex transactions
Support the fast growing commodities trading platform
Assist the traders with their queries

KEY REQUIREMENTS:

Must be PhD educated in Physics or Maths (Stochastic Processes) and published
3-5yrs experience as a Commodities Quant Analyst in a leading Financial Institution
Over 3yrs experience with Commodities products (Base Metals, Agriculture, Oil), both vanilla & exotics
Experience supporting a derivatives trading desk
Structured Products experience
Strong analytical & communication skills
Experience of the Asian markets is advantageous
Excellent C / C++, Java VBA, .Net (desirable)