Job Title : Quant Researcher

Division: Front Office Technology

Reports To: Head of QR

Location: Singapore

Department Overview:

The Quant Research team is a centralised function responsible for maintaining and enhancing core systems in BlueCrest. We support

curve build across rates/fx/inflation/bond/commodity, rates vol calibration frameworks as well as maintaining and enhancing

existing quant analytics libraries and timeseries data.

The QR team sits within the Front office technology group and liaises heavily with the desk and other support functions including

RAD, Risk Dev and market risk managers

Role Overview:

The primary focus of this role is to work with the trading desks and risk management to meet any of their pricing, risk and market

analysis needs.

The role will require strong mathematical and programming skills with the core analytics libraries being written C# and C++. The

successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of

a larger group wide development and desk facing team. A pragmatic approach has to be taken at all times. Key factors are; time to

market, fit for purpose, and code reusability.

This is an excellent opportunity for a delivery focused individual with solid quant research background and strong development

skills to work directly with the trading desk without any bureaucracy or politics.

The business trades all asset classes but is primarily rates focused. Linear rates pricing experience is a minimum requirement for

this role, but it also offers a unique opportunity to expand exposure to all asset classes and learn from some of the best traders

in the world.

You must be comfortable driving requirements from inception to delivery and managing the relationship with the user throughout the

full development life cycle.

Experience Required:

Technical Skills:

Essential:

Experience working in front office trading environment
Linear/Vol Rates knowledge
Strong C#, C++ development experience
Excellent interpersonal skills

Desirable:

Fx, Credit, Commodities Equity derivatives, Bloomberg
Python, SQL Server

BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to

all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual

orientation or nationality.

Role

Quant Researcher

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