Head of Quant: Derivatives Pricing & Risk Architect

A financial services firm in Singapore is seeking a skilled Quant Developer to design and implement quantitative models for derivatives pricing and risk management. The ideal candidate will have a strong background in quantitative finance, expertise in programming languages like Python, C++, and MATLAB, and experience with derivatives pricing. Responsibilities include collaborating with stakeholders, writing efficient code, and optimizing existing models for better performance. #J-18808-Ljbffr