Senior Quant Developer / Strategist - Rates. Top tier hedge fund. Global applications welcome.
- Exceptionally competitive base + bonus
- Hong Kong
- Permanent, Full time
- Pure Hong Kong , EA Licence No: 12S5954
- 26 Apr 19
The successful candidate will be a computer science / mathematics / physics or other quantitative discipline Master's / Ph.D graduate. You must have solid product knowledge in rates (rates vol a plus) trading and a good understanding of strategies as well as the ability to develop solutions in a rapidly changing and growing environment.
- Develop software solutions across rates / rates volatility. This includes green field development from framework concept to finished product as well as third party system extensions.
- Help gather user requirements and either deliver solutions internally or explain these requirements to the relevant team/parties that will develop them.
- Collaborate with trading, operations, finance, risk management, fund administration and governance groups to ensure smooth day-to-day operations and continuously improve levels of functionality for users and partners.
- Comply with development standards and operating model for the team.
Experience and Qualifications
- Advanced knowledge of building state of the art financial models in rates / rates vol markets.
- In depth experience in advanced financial mathematics and stochastic calculus.
- Experience implementing mathematical models from recent academic papers preferred
- University level education in computer science, math, physics preferred focusing on software development
- A strong technical background with Ph.D. or Masters in applicative software development or mathematical/ quantitative specialization
Programming Languages: C/C++, Java, C#, VB/VBA, scripting (bash, python)
Operating System: Windows, Unix/Linux
Database: MongoDB, Influx, Sybase, Oracle, MS SQL