Quantitative Developer, Equities/FICC (Seoul-based) Quantitative Developer, Equities/FICC  …

Selby Jennings
in Seoul, Seoul-teukbyeolsi, South Korea
Permanent, Full time
Be the first to apply
USD170000 - USD250000 per annum
Selby Jennings
in Seoul, Seoul-teukbyeolsi, South Korea
Permanent, Full time
Be the first to apply
USD170000 - USD250000 per annum
Our client is a Korean Investment Bank with a large global presence across several offices in the APAC region, Europe and the United States. Our client's Quantitative Development team are actively looking at expanding their arsenal hiring top experienced and capable individuals.

Our client is a Korean Investment Bank with a large global presence across several offices in the APAC region, Europe and the United States. Our client's Quantitative Development team are actively looking at expanding their arsenal hiring top experienced and capable individuals.

The key responsibilities of Quantitative Developer, Equity/FICC includes:

  • Design, implement, and maintain pricing and risk models for structured products such as ELS, DLS, ELB, DLB, etc on both Equity and FICC underlying assets
  • Stay up to date on new quantitative modelling methodologies from both academic and industry
  • Optimise the speed of pricing model execution on both PC and server
  • Maintain the interface for calling the pricer from both web and command line
  • Understand the business needs and deliver technical solutions to business problems
  • Handle ad hoc requests for pricing or risk simulation from the trading desk in a timely fashion
  • Investigate issues with pricing or risk and come up with tactical and strategic fixes
  • Liaise with the market risk department for model and parameter validation
  • Liaise with the derivatives sales team to ensure proper model coverage of all products sold

The key requirements of the Quantitative Developer, Equity/FICC includes:

  • Technical degree from a top school
  • At least two years of full-time experience with C++11 or later
  • At least two years of experience working as a front office quantitative at a bank or securities company
  • Strong understanding of object-oriented and template programming in C++
  • Ability to autonomously translate business requirements into a development plan
  • Judgment in deciding which technologies to apply to a specific problem
  • Capacity to multitask and perform under pressure
  • Proficiency in code versioning tools such as GIT

*Our Client will sponsor visas for high calibre candidates based overseas

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