We are looking for a passionate individual with 5-7 years’ experience in quantitative field to join the FO desk quant team.
Roles and Responsibilities
maintain, enhance and develop cross asset derivative pricing models and engines;
provide direct quantitative support to various trading desks by developing in-house desktop toolkits as well as automating intraday derivative price quoting;
participate in end-to-end quant trading workflow: strategy formulation, back-testing and API execution
Post graduate in a highly quantitative subject (Maths, Physics, Stats etc), with solid knowledge in probability theory, stochastic calculus as well as numerical methods, e.g. PDE and Monte-Carlo simulation
5-7 years of experience in quantitative field
Prior working experience in developing pricing models and analysing risk behaviour for exotics in at least one asset class among FX, Rates and Equity
Strong and uncompromised programming skill in numerical fields using C++ or C#.NET or other OO languages
Prior Python and machine learning exposures would be a plus
Willing to take responsibility and work independently on multiple concurrent running projects with efficient time management skill
Able to adapt and react to the fast and dynamic front desk environment with excellent communication skills to liaise effectively with traders, quants, risk and IT professionals.