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.

Responsibilities:

  • 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