C++ Quant Developer, Top-tier investment bank, desk based, Equity Derivatives, Single Name Flow, Index Flow, Exotic, Hybrids, Hong Kong recruitment
My client, a top-tier investment bank, is aggressively expanding its APAC Equities Technology as part of a high profile global program of strategic investment.
As such they are looking for a VP level C++ desk based Quant Developer, ideally having solid experience in Exotics/ Pricing/ Risk, to join their Equity Derivatives team to provide quantitative analysis and support for the Equity Derivatives business working alongside their partners in sales and trading.
The role will offer a significant increase in comp, plus the chance to work in the best quant development team in the region.
You will do hands-on development and develop the analytic model library used for pricing and risk management of position across all the equity derivatives desks, including single name flow, index flow and exotic and hybrids.
- Working with traders and structurers to build pricing models. Particular focus will be on new and bespoke structured products and model development
- Working with trading to understand the inherent risk of the products traded and how these can efficiently be hedged and traded around
- Developing new models and features in the core global analytics library
- Development of library functions that allow for integration of trading applications to the core market data and risk platform
- Development of tools for new trade pricing and support of the current spreadsheet applications
- Coordinating the release of new versions of core risk management and pricing systems to the trading desks
- Working with the trading desk to perform analysis and produce specification of requirements in the IT core risk management and pricing systems
- Working with the risk management and the control teams in the affirmation process of new models that strategists create
Person specification
- Enthusiasm and ability in using quantitative skills to make a tangible impact on the sales and trading business
- Thorough understanding of derivatives products and mathematical modeling (Equity Derivatives preferred)
- Ability to work in the intense and high pressured front office trading floor environment
- Have demonstrated experience in developing quantitative software
- Ability to define and articulate clearly complex concepts and business requirements
- Excellent communication skills and ability to work efficiently within a dynamic and diverse team
- Strong front office development skills, experience in Excel VBA, C++, C#, Java and Perl beneficial (They code on a day-to-day basis, so must be top developers.)
If you would like to apply for this opening or discuss any other positions within banking and finance technology in Asia, please send an email to Noel Lau at noel.lau@bahpartners.com or call +852 9834 2181/ +852 2544 4477 for more details.