Quant jobs / Scotiabank

Associate / Associate Director, FICC Trading APAC

Trade FICC products and hedge customer flows for Scotiabank’s Singapore hub. The role covers cash bonds, rates and FX risks alongside structured-note pricing.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Quote cash and derivative prices to clients.
Hedge rates, FX and short-term funding exposures.
Support pricing and structuring of nonlinear FICC products.

What they ask for

Required

Fixed-income and FX markets
Pricing and hedging
Trading-risk management
Singapore MAS qualifications
Ability to work in Singapore

Preferred

Canadian bond-market knowledge

Education: Undergraduate qualification or MBA.
Experience: Advert asks for 2–7 years of fixed-income dealing experience; applicable swaps-proficiency requirements must also be met.
Markets: fixed-income, fx, credit, options

How to prepare

Build pricing and hedge analysis for a cross-currency swap.
Stress a bond and derivatives book across rates and FX shocks.
Explain nonlinear risks in a FICC-linked structured note.

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Scotiabank’s site before applying: requirements, location and pay can change after we check them.

View the posting on Scotiabank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Scotiabank and doesn’t handle applications.