PMO Pro

Summary

What you will be doing

In the role of Quant Developer - OTC Derivatives & OTC Stress Testing, you will assume the normal 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. C++ Quantitative Developer will play a key role in the development of our market-making business, deploying scalable and performant tools for derivative pricing. You will work closely with our traders to improve the performance of our market-making desks. 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
• Working or consulting for likely clients for OTC Derivatives & Stress Testing

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