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Quantitative Developer

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: 287342/001_1554805526
  • Sector: Selby Jennings, Development
  • Date posted: 09/04/2019

Main Responsibilities

  • Designing new pricing models and maintaining and improving existing models
  • Working collaboratively with quantitative research analysts to develop an understanding of complex financial markets, products, and strategies
  • Improve internal algorithms used for derivative pricing and analysis.

Requirement:

  • 5+ years work experience in Investment/ hedge fund firms.
  • Master or PhD in Mathematics or Science or Engineering
  • Excellent knowledge of financial mathematics, strong problem solving and mathematical skills and attention to detail.
  • Experience in VBA programming skills and understanding of complex programming concepts.
  • Experience in programming languages - Python, C/C++, R, Java, C#, F#, VB.Net preferable.
  • Experience with SQL databases is an advantage.

Should you be interested, pleae apply to this opportunity as soon as possible as this is an urgent mandate.

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