Job Description

Quant Analyst – Pricing & Valuation

I'm working with a leading global financial markets business looking to add a Quant Analyst to its Singapore team.

This is a hands-on pricing and valuation role sitting close to the markets, with a particular focus on Fixed Income and FX derivatives.

You'll be responsible for ensuring pricing models remain accurate and aligned with observable market data, investigating valuation discrepancies, supporting the pricing of more complex or illiquid instruments, and improving the underlying pricing framework.

What you'll be doing

Monitor, maintain and calibrate derivatives pricing models
Investigate differences between model valuations and observable market prices
Support the valuation of complex, illiquid and less frequently traded assets
Work with live market data in a real-time, event-driven environment
Build tools and data comparisons to identify pricing anomalies
Develop and enhance pricing models within an application development framework
Produce clear documentation around pricing methodology and valuation processes
Work closely with global teams to ensure continuity of pricing coverage across regions

What we're looking for

You should have a strong quantitative background and genuine experience in derivatives pricing or valuation.

Ideally, you'll bring:

Strong experience pricing at least one asset class, ideally Rates, Fixed Income, Credit or FX
A solid understanding of derivatives valuation and the market data that drives pricing
Experience working with yield curves, volatility, spreads, fixings or other relevant pricing inputs
Experience investigating pricing discrepancies and model behaviour
Exposure to real-time or intraday market data rather than purely end-of-day valuation
Strong technical and data analysis skills
Working knowledge of Python, Java or C++
Bloomberg and/or Refinitiv/Reuters experience, including terminal and data/API usage

Experience across multiple asset classes, pricing model development or electronic trading environments would be particularly valuable.

This could suit someone coming from a pricing quant, valuation quant, desk quant, quantitative development, IPV or technically strong valuation control background.

If you're based in Singapore and have strong experience around Fixed Income or FX derivatives pricing, I'd be interested in speaking.

Feel free to message me directly for a confidential conversation.