Quantitative Researcher

Company overview

This opportunity is with a fast-moving global investment firm that has a deep focus on interest rates and an expanding commodities franchise. The team works in a lean environment with limited bureaucracy, giving close access to traders and broad exposure across asset classes. The emphasis is on practical, high-value technology work that delivers quickly and supports reuse of code across the platform.

What you will do

• Keep core quantitative analytics libraries up to date and improve the curve and volatility surface calibration frameworks used for pricing and risk across global markets.
• Work side by side with trading and risk teams to build, maintain, and refine pricing spreadsheets, regression tools, and market analysis models.
• Collect business needs locally, coordinate with global technology teams on platform enhancements, and take part in code reviews for important library releases.
• Create and support intuitive Excel and Python interfaces connected to strong back-end systems built on C#, C++, and SQL Server.

Experience and skills needed

• A solid background in front-office development with hands-on derivatives experience in rates and/or commodities is required; exposure to FX, credit, or equity derivatives would be an advantage.
• Strong coding ability in C# and C++ is essential, with good working knowledge of Python, SQL Server, and Bloomberg preferred.
• About 5 or more years of relevant quantitative research and development experience in a high-performance trading setting is expected.
• You should bring a practical, delivery-first mindset and strong communication skills to work smoothly with traders, risk managers, and global developers.

Additional information

Only shortlisted candidates will be contacted. For a confidential discussion, you may reach out to Mon Fei at monfeichow@morganmckinley.com. The role is associated with Morgan McKinley Pte Ltd. EA Licence No: 11C5502. EA Registration No.: R1877534.