Quant Developer – Derivatives Risk, Investment Bank – Hong Kong

  • Excellent compensation packages
  • Hong Kong
  • Permanent, Full time
  • BAH Partners
  • 15 Feb 18 2018-02-15

Quant Developer – Derivatives Risk, Investment Bank – Hong Kong

 

My client is a top-tier global investment bank with a leading equity derivatives business. They are looking to hire a quant developer to work on the development and implementation of a new quant risk engine for their equity derivatives business.

Role

  • The role reports to the head of the Asia head of the equity derivatives quant team.
  • This team works on the development of models for derivatives pricing, risk and lifecycle management. They are responsible for developing state of the art, high performance quant numerics used for the valuation of a large and complex equity derivatives trading business.
  • One of the major projects for this team is the development of a new high performance derivatives quant risk engine in C++
  • The role will be to develop the risk engine in C++ using grid computing and distributed systems

Requirements

  • Candidates must have extensive experience in C++ in a Linux / Unix environment, applied to the development of real time risk systems.
  • Experience in distributed systems and/or grid computing

This is a great opportunity for a front office developer with aspirations to move into more of a financial engineering focused role. This is also an opportunity to forge a career within the best equity derivatives business in Asia and get exposure to a large structured products book with a diverse and complex range of products.

This role sits in the front office and will involve working directly with the business. You are an integral part of the trading team, and the visibility of the role and rewards for success within it will reflect that handsomely. If you are looking for a fast-paced, challenging and dynamic working environment, where you will be able to work with some of the best minds in the business, then this could be the right challenge for you.

 

If you are interested in this position, or would like to explore other opportunities within enterprise information technology, please send your detailed resume to Harsha Dharmana at Harsha.Dharmana@bahpartners.com or call (852) 2544 4478 for a confidential discussion.

BAH Partners is a top supplier of the best finance technology talent for most of Hong Kong's top-tier financial institutions.

For more opportunities, please visit our website at http://bahpartners.com/live-roles

or look at our other jobs listed here at http://www.efinancialcareers.hk/jobs-BAH_Partners.br00000340