MGR, Quantitative Developer - Global Markets Division

About the role

As Singapore's longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires. Today, we're on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia's leading financial services partner for a sustainable future. We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here. This is a unique and rare opportunity for a passionate junior-to-mid level Quantitative Developer to join a front-office aligned engineering team and contribute to building end-to-end, mission‑critical systems from the ground up. You will gain exposure to the full lifecycle of model, product, and system development-an invaluable experience for anyone aspiring to grow into a strong quant technologist. What you do - Implement and maintain front-office analytics, pricing tools, and real-time risk components. - Support structured product and derivatives workflows across multiple asset classes. - Build scalable data pipelines, market‑data interfaces, and efficient production APIs. - Contribute to system deployment, troubleshooting, and ongoing performance optimization. - Work alongside senior quants and technologists, learning best practices across the full lifecycle. Who you work with OCBC Global Markets encompasses Treasury Advisory and Institutional Sales, Asset Liability Management, Trading, and Business Management. All working together, offering services that enable efficient business operations and enabling customers to focus on growth. You'll be joining a dynamic team. Ambitious. Award-winning. Driven. It's about multi-product solutions that maximise opportunity for everyone. You included.

Requirements

• Bachelor's or Master's degree in Financial Engineering, Quantitative Finance, Applied Mathematics, Computer Science, or related fields.
• 1-5 years of experience in quant development, analytics engineering, or risk technology.
• Strong programming skills in Python and at least one of C++/C#/Java.
• Understanding of derivatives, pricing fundamentals, and numerical methods.
• Strong drive, curiosity, and willingness to collaborate closely with Singapore HQ teams.
• Preferred Skills:
• Familiarity with databases, distributed systems, or backtesting frameworks.
• Exposure to market data, volatility surfaces, or pricing libraries.
• Demonstrated passion for quantitative finance and building systems end-to-end.
• Exhibits a cheerful personality and excellent communication skills to foster positive team collaboration and client interactions.

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