A Top Tier US based hedge fund company is currently looking for a Senior Quantitative Developer to be an integral part of their growing front office team in Hong Kong to develop and optimise real-time trading / pricing platform.
Responsibilities:
- Develop analytics , quantitative tools, and framework to attribute performance, monitor risks, and evaluate portfolio construction
- Contribute to all phases of the development life-cycle, including analysis, design, coding and testing.
- Devise and improve pricing models with use of statistics models and machine learning techniques
- Generate technical specifications to design or re-factor complex software components and applications
- Configuration and maintenance of software and scripts which support development activities.
Requirements:
- PhD / BS/MS degree in Computer Science, Engineering , mathematics or a related subject.
- Solid programming discipline: re-factoring, object-oriented principles, design patterns, unit testing, fault tolerance, data structures, complexity analysis, etc.
- Very strong skills in writing production code in an OO programming language (C++ 11/14/17 ), and a statistical language (Python), with understanding of software development work-flows required
- Familiarity with pricing modelling , financial modelling and quantitative development
- Solid knowledge of financial markets and securities
- Experience in algorithmic/ HFT trading/statistical arbitrage / options trading is a plus
- Good written/verbal communication and interpersonal skills
