A major investment bank in Singapore is looking for an an application engineer with MATLAB and VBA skills. The role is technology role to support the existing business aligned product development quant team – the role includes the "productionisation" of desk produced Matlab and VBA based prototype models. It entails:
- support and optimisation of models, testing of models, construction of a parameterised automated execution capability for each model etc
- also liaison with the QA technology group and other teams within IT to utilize latest quant. analytics technology
- assistencc in the develop/deploy rebalance/optimisation framework application.
- Facilitation of access and manipulation of forecast data, weights, historical data for reporting and models. Assist with ad hoc analytics, prototyping and reporting and research projects.
You will work alongside both the business and technology to streamline the process of the model generation lifecycle.
Main duties and responsibilities:
Delivers the functionality requested by the User.
- Liaison with the end customer during the requirements gathering and analysis phase. This may entail significant periods of travel.
- Rapidly learning applications
- Documenting the application to the standards
- Design of solution
- Oversight to the team during construction of the solution
- Collaboration with the assigned project manager during the project
- Improving the OOA, OOP capability of the GSDC (SEPG).
- Improving the defined Software Engineering Processes (SEPG).
Essential
- Extensive developing applications of which the last 12 months have been with Matlab/VBA/Excel.
- Windows 2000.
- SQL (Oracle, SQL server or Sybase).
- OO Design
- MS Visual studio .Net.
- C#
- Good Knowledge of Financial Instrument Trade Types (Swaps, FX, Bonds, Equities, Loans).
Location: Singapore
Are you available?
Joris Beerda
Head Contracts Asia
Huxley Associates
