Lead Quantitative Developer (C++, Java, C#), Equity Derivatives, Hong Kong, China-Hong Kong
Lead Quantitative Developer (C++, Java, C#), Equity Derivatives, Hong Kong
Company:
Aston Carter International Hong Kong
Location:
China-Hong Kong
Remuneration:
Excellent salary and benefits
Position Type:
Permanent
Employment type:
Full time
Updated:
09 Oct 2009
eFC Ref no:
564876
Quantitative Analyst / Developer required at a major global investment bank to work on the build and integration of a brand new analytics library and system for flow exotic, flow vanilla and pure vanilla equity derivatives.
Key points
VP level lead role and AVP level hires underneath – team move is a strong possibility
Greenfield build of brand new flow exotics, flow vanilla and pure vanilla business to complement an existing pure exotics business – my client is strong on pure exotics (one end of the spectrum – about 20% of it), but the drive is to expand and cover the other 80% of the equity derivatives spectrum
Therefore; build of brand new trading systems and quant libraries for these business lines
Brand new head-hunted / cherry picked team of technology professionals from Hong Kong, Japan, London and the US.
The comp for this role will be high.
Report into Equity Derivatives Technology with functional line into EQ Quant Analytics team.
The candidate will be required to spend a period of time in London to be trained in quant technologies
Requirements
Minimum of five years experience working in a front office environment
Core technology skills in a variety of languages including C/C#/C++/Java plus other peripheral technologies such as Excel/VBA
Self-starter who can work with traders and quants on analyzing complex problems involving the pricing, structuring and lifecycle management of Equity Derivative Structured products
Detailed understanding of APAC Equity Derivative flow exotics business area
Detailed understanding and ability to talk confidently on:
Algorithmic complexity
Data structures such as binary trees, hash tables, maps etc….
Enthusiastic and pragmatic approach to problem solving. Genuine interest in complex algorithms and the technology required to manage them.
Can debug monolithic impenetrable looking problems, analyze them, break them down and solve them
In short, this is an opportunity to work on something brand new, from the beginning, and be some of the first cogs in what will be a growing team, department and business.