PMO Pro

Summary

What you will be doing

This role is for a Quant Analyst working closely with a team to develop a risk engine for OTC derivatives.  We are looking for an individual that is able to assume the responsibilities of a highly qualified business consultant with a strong technical background. Your role will be working very closely with the client, development and consulting teams.  Our team will play a key role in the development of our market-making business, deploying scalable and performant tools for derivative pricing. You will have architectural freedom and responsibility for APAC-driven projects as well as access to a company-wide source code from day one.

Overview

What you’ll need

• Hands-on experience working on developing derivative pricing models
• Experience with volatility surface fitting algorithms
• Experience in the programming languages we use: C++ and C#, Python or Julia.
• Strong knowledge of financial markets & securities (particularly equities, futures and options)
• Experience with SQL, R, Python
• Having a deep understanding of the market inputs required for and technical aspects of the valuation of OTC Derivatives
• Identification, ownership, and execution of strategic projects related to pricing and valuation of OTC Derivatives & Stress testing.
• Provide valuation expertise and oversight for matters relating to OTC Derivatives to internal and external stakeholders

What we offer you

• A competitive salary and benefits
• A multifaceted job with a high degree of responsibility and a broad spectrum of opportunities
• A work environment built on collaboration, flexibility and respect
• Varied and challenging work to help you grow your technical skillset