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Senior Quantitative Developer

Job Title: Senior Quantitative Developer
Contract Type: Permanent
Location: Hong Kong
Industry:
Salary: Negotiable
Start Date: ASAP
Reference: JN -032020-449021
Contact Name: Donal Gray
Contact Email: cv@hydrogengroup.com
Job Published: March 27, 2020 06:01

Job Description

Overview

I am looking for a senior quant developer who has demonstrable quant strat experience in the rates area who has built trading tools in a desk environment. Preferably a PhD in computer science / mathematics / physics etc. Extremely solid domain knowledge in rates (Euro/Asia rates, rates vol is a plus) trading and a good understanding of strategies.

Responsibilities

  • Translating business requirements into tangible delivery using RAD
  • Green field development from framework to finished product developing sound software solutions across business areas (Euro/Asia rates, rates vol a plus). This includes as well as third party system extensions.
  • Advanced financial mathematics and stochastic calculus experience
  • Experience in building state of the art financial models in rates (rates vol markets preferred)
  • Experience implementing mathematical models
  • Lead the definition of user requirements and drive implementation by syndication and collaborative working across tech group.
  • Collaborate with many business units to ensure smooth day-to-day operations and continuously improve functionality
  • Comply with development standards and operating model for the team

Requirements

  • 7+ years of experience of building curves (OIS), rates business knowledge with mathematical modelling & using relevant financial libraries (Fincad F3 etc.), data visualisation and GUIs, building and managing time-series databases, building framework for iterative and continuous development of analytics such as seasonality analysis.
  • Degree in computer science, math, physics (ideally focused on software development)
  • A strong technical background with qualification in applicative software development or mathematical/quantitative specialisation
  • English (spoken and written)
  • PhD qualification preferred (computer science / mathematics / physics etc)
  • Tech used in the business Python, Java, C#, C++, VB/VBA, scripting (bash), Windows, Unix/Linux, oneTick, MongoDB, Influx, Postgres, Oracle, MS SQL

Next steps: Apply with an updated CV here or to dgray<at>argyllscott.com.hk for a confidential discussion

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