I am looking for a senior quant developer who has demonstrable quant strat experience in the rates area who has built trading tools in a desk environment. Preferably a PhD in computer science / mathematics / physics etc. Extremely solid domain knowledge in rates (Euro/Asia rates, rates vol is a plus) trading and a good understanding of strategies.
- Translating business requirements into tangible delivery using RAD
- Green field development from framework to finished product developing sound software solutions across business areas (Euro/Asia rates, rates vol a plus). This includes as well as third party system extensions.
- Advanced financial mathematics and stochastic calculus experience
- Experience in building state of the art financial models in rates (rates vol markets preferred)
- Experience implementing mathematical models
- Lead the definition of user requirements and drive implementation by syndication and collaborative working across tech group.
- Collaborate with many business units to ensure smooth day-to-day operations and continuously improve functionality
- Comply with development standards and operating model for the team
- 7+ years of experience of building curves (OIS), rates business knowledge with mathematical modelling & using relevant financial libraries (Fincad F3 etc.), data visualisation and GUIs, building and managing time-series databases, building framework for iterative and continuous development of analytics such as seasonality analysis.
- Degree in computer science, math, physics (ideally focused on software development)
- A strong technical background with qualification in applicative software development or mathematical/quantitative specialisation
- English (spoken and written)
- PhD qualification preferred (computer science / mathematics / physics etc)
- Tech used in the business Python, Java, C#, C++, VB/VBA, scripting (bash), Windows, Unix/Linux, oneTick, MongoDB, Influx, Postgres, Oracle, MS SQL
Next steps: Apply with an updated CV here or to dgray<at>argyllscott.com.hk for a confidential discussion