VP Quant – Rates Options & Hybrids

I’m supporting our Investment Banking client based in Singapore who have headcount for a VP-level Quant to join their established Front Office Structured Rates Quant team.
Salary range: SGD 285k–340k base salary plus performance bonus and benefits.
This is a VP-level role, hired ahead of continued growth, with direct responsibility for pricing, risk, and model development across Rates Exotics, working closely with trading and sales. The team has expanded steadily and is now adding further exotics expertise to support increasing business demand.
Key highlights:• Genuine front-office role with real trading impact• Focus on structured & exotic rates modelling (not linear-only)• Senior ownership across pricing, risk, and model development• Global search – candidates can be based anywhere• Singapore-based candidates preferred, although relocation and visa sponsorship may be supported for standout individuals• Ideally 6–10 years’ experience, with strong emphasis on long-term commitment to Singapore
What they’re looking for:• Proven Front Office Rates Exotics Quant experience• Strong production-level C++ and Python• Deep expertise in IR options, exotics and structured products• Strong numerical methods (Monte Carlo, PDEs, calibration, optimisation)• Technically excellent, commercially aware and collaborative• Comfortable partnering closely with trading and sales, with the ability to influence
If this could be of interest — or if you know someone suitable — please apply via the link below or get in touch for a confidential conversation.
(Referrals are also welcome, with an attractive referral fee available for successful introductions.)
tg@barclaysimpson.com