Product Developer

Level: AVP to VP

Key Responsibilities:

The core responsibility will be to develop proof of concept applications for new initiatives looking into risk compression and optimization.
Expected to be familiar with optimizations and machine learning concepts and their applicability/how to code them.
Will be working with different internal quant pricing/optimization libraries in R, Python, Java, C++ to craft a new proto type solution.
Will be expected to extend the libraries if required.
Support the development of SMART services solutions
Hand over prototype application to development team to make it production ready.
Work with Sales and Product for customer engagement regarding the prototype solution providing expert support.

Key Skills

Solid design, coding, testing, debugging skills, and documentations skills.
Ability to work with various programming languages and concepts.
Excellent communication skills (both written and verbal).
Strong analytical ability and efficient problem solving skills.
Ability to work both independently, taking ownership, and as part of a team.
Self-motivated.
Ability to grasp advanced quantitative concepts easily, or proved to be competent to pick up this knowledge quickly.
Clear understanding of pricing and risk issues on financial products on which they have worked.
Able to react quickly and perform well under stress and high demand
Strong adaptability to the fast changing requirements.

Ideal Experiences

2 to 5 years working experience including internship in finance industry.
2+ years programming experience outside of school using major OO programming, languages, such as Python, R, Java, C, C++.
Intermediate working knowledge of MS Excel and VBA.
Understanding on relational database such as SQL Server and/or Oracle. Real world working experience on database is a plus.
Knowledge on interest rate and fx derivatives products
Experience in machine learning / optimization
Experience working in a Trading environment, developing tactical tools