Key Responsibilities:

• Develop and enhance pricing models for structured products and exotic options.

• Perform model validation, calibration, and testing to ensure robustness and accuracy. Analyze market data and use quantitative techniques to optimize pricing strategies.

• Collaborate with traders and other stakeholders to understand market trends and product features.

• Provide expertise on the valuation and risk management of complex derivatives.

• Document model methodologies and results, ensuring compliance with regulatory requirements.
  

Requirements:

• Proven experience in options pricing, with a focus on structured products and exotic options.

• Background in working with small trading companies or small banks.

• Strong proficiency in quantitative modeling, statistics, and mathematical finance.

• Proficiency in programming languages such as Python, R, or C++ for model development.

• Excellent problem-solving skills and attention to detail.

• Ability to work independently and communicate effectively with team members and stakeholders.
  

Preferred Qualifications: 

• Advanced degree (Master’s or PhD) in Quantitative Finance, Financial Engineering, Mathematics, or a related field.

• Familiarity with risk management and regulatory frameworks.

• Experience with market data sources and quantitative libraries.

Artemis HR Pte Ltd

EA License: 23S1792