Quantitative Analyst - Singapore - NAVIK CAPITAL (SINGAPORE) PTE. LTD.

Description

**About Navik

Navik Capital is a Singapore based fund manager specialising in Asian macro and relative value opportunities, investing primarily in FX and fixed income products.

Our strategy combines a proprietary statistical analytical framework with local markets intelligence. Navik was founded in 2018, after successfully spinning off from a major New York-based investment management firm.

At Navik, we value cooperation and teamwork.

But we equally value entrepreneurial spirit and independent thinking, which are key to adapting in the fast-changing world of finance.

As a young company with experienced traders and management, a job at Navik provides significant opportunities for learning and growth, through close collaboration across departments at all levels and significant ownership of projects regardless of seniority


Job Title:
Quantitative Analyst


Employment Type:
Full-Time


Location:
Singapore


Responsibilities

• Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
• Develop and implement Python algorithms for use in multiasset portfolio construction and trading signals.
• Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
• Work closely with Trading, Risks, Technology and Operations to buildout of strategic analytics platform.
• Research, diagnose, troubleshoot, and resolve technical issues.
• Financial modeling experiences in particular IR derivatives
• Other adhoc developments.

Qualifications and Experience

• BA/BS degree in Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications
• 25 years' experience working within a quantitative analyst position, ideally with front office quant and derivative pricing experience.
• Strong quantitative analytic and modelling skills with practical pricing and risk management experience, especially on interest rates, credit and FX derivative space
• Experience with one or more programming languages in: Python, C++ or R
• Strong problemsolving skills and project management skills.