Level: AVP to VP
- Ideal start date – ASAP
This position is to hire a proactive Quantitative Analyst who will work with key business stake holders in Product, Risk, and Sales teams to develop proof of concept applications.
- 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
- 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.
- 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
- 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