Equity Derivatives/Fixed Income Rates Quantitative Developer (VP) -Investment Bank
Responsibilities:
- To comprehend quantitative frameworks and apply the models to their trading activities
- Contribute actively to the quantitative team in developing trading applications, models, and frameworks
- Provide on-going support to the Asia Pacific team in identifying creative solutions to quantitative challenges
- Work within the analytics library to implement necessary modifications and extensions
- Build and maintain Asian databases for model back-testing
- Design and backtest forecasting models and trading strategies
- Develop pricing model using C++
- Calibrate and forecast volatility and correlations
- Assist senior strategists in fundamental analysis based on economic fundamentals, capital flows, technical analysis, risk sentiment, market positioning, volatility and Greeks
Requirements:
- Min. Master degree required, preferably in Statistics, Mathematics, Finance or Technology; PhD degree would be an advantage
- Strong experience managing and developing back testing framework and databases, capability to utilize data in value adding manner
- Strong experience in equity market microstructure, Asian market exposure an advantage
- Must have outstanding analytical ability and experience applying statistical/mathematical theory/ microstructure research to real-world situations.
- Solid knowledge of equity derivatives/fixed income pricing/risk/yield curve etc
- Strong C++ and R programming languages
- Good communication skills
To apply, please send your CV to kerry@aptitudeasia.com and anson@aptitudeasia.com
Leave a Reply
You must be logged in to post a comment.