The team is responsible for utilising cutting edge technology to develop tools and models for derivative pricing while working closely with quantitative researchers on risk analytics and reporting. The team provides researchers with a high performance computing platform from the cloud using amazon web services.
Based in London, Hong Kong and Singapore, they are now looking to expand operations in the APAC region and are actively on the lookout for creative and bright individuals to join the team as quantitative analysts.
The ideal candidate should have experience or strong knowledge in stochastic calculus, derivative pricing and risk management and analysis. It is also important that applicants are proficient with Python. While knowing C++ and C# additionally would be preferred.
Past successful candidates have been Postdoctoral researchers with little experience in industry, and even individuals who have at least a Master's degree and have between 1 and 4 years in a front office pricing/modelling role.