Position Description
The Equity Derivatives Quant team is looking for an experienced developer to build index and statistical arbitrage strategies, conduct business analytic and intelligence support for Prime Service/SBL/Delta One desk. The developer will work within a system comprising of numerous Python services and an in-house market making application that interact via messaging to produce the product outputs in real time. A candidate is likely to gain further exposure to both new and complex technologies as well as in-depth Delta One and Prime business knowledge.
The EQD Quant team as whole builds and supports in-house platforms for the entire equity derivatives business, covering exotics and flow OTC options, QIS, Delta One and Prime business, and listed product market making.
Key Areas of Responsibilities
- Working closely with trading desk to build trading analytics and develop algorithmic trading strategies for index and statistical arbitrage and market making strategies, etc.
- Contribute business analytic and solution for SBL/Synthetic Swap business
- Support and enhance existing business platform processes and related infrastructure
- Attentive to the current platform gaps/ issues and design solutions to improve its accuracy, performance, and maintainability
- Supporting traders in their daily work, resolving issues, collecting requirement and develop tactical tool
- Design and develop new components for the platform and infrastructure extensions and enhancements
- Day-to-day interactions with the trading desk, other quants, operation, risk and finance departments, and technology teams
Requirements
- Bachelor's degree or above in computer science, math, physics, engineering or quantitative finance from a top tier university
- Around 6 years of experiences in quantitative development and equity derivatives trading desk, experiences in Delta One/Prime quantitative and/or system development areas are big advantages
- Solid programming experience, strong in C++ and Python, and familiar with SQL
- Good teamwork and communication skills, both written and oral
- Good analytical skills, a logical approach to problem solving, be able to work in a fast-paced environment liaising with demanding stakeholders to understand complex requirements and be able to prioritize work under pressure with minimal supervision for the level of experience
- Self-motivated, self-driven and lifetime learner, and be able to bring positivity and enthusiasm in trying to think about and offer potential solutions for architectural considerations