1、Junior Quant
Job description
Work closely with senior quant, traders and risk managers to build and maintain in-house analytics library to improve pricing and risk managing capabilities for equity derivatives
Assist in the computational speed enhancement with C++ CUDA
Integration of analytics library with the market-making, autopricing and risk management systems
Documentation, maintenance and optimization of the analytic library
Contribute in the development of volatility surface fitting tools
Job requirements
Bachelors, Masters, PhD in quantitative subject such as Mathematics, Engineering, Computer Science from a top-tier institution
Strong programming skills in C++, Python and Excel VBA
Familiar with derivatives pricing, exotic and volatility products
Previous experience in GPU programming with C++ CUDA is a plus.
Previous programming experience with AI tools is a plus
Solid analytical and quantitative skills with a keen attention to detail.
Familiarity with financial markets and equity derivatives products is a plus.
Ability to work in a fast-paced, high-pressure environment with strong communication and teamwork skills.
Fluency in English, Mandarin and Cantonese.
2、Junior Trader
Job description
Develop tools to automate daily tasks
Support senior traders to run reports for risk and sales analysis
Support senior traders in trade booking and documentation
Maintain pricing parameters viz. volatilities, dividends, repos
Support and enhance trading, pricing and risk monitoring tools
Work with trading team in pricing, executing, market making and hedging non-linear equity derivatives
Job requirements
Bachelor’s or Master’s degree in quantitative finance, math, engineering or other quantitative disciplines from reputable institutions
Good candidates with 1-3 years of relevant experience in finance industry and fresh graduates can be considered
Good understanding of option pricing models, the financial industry, and market behavior
Prior experience in option trading is a plus
Able to work in a team to support team members
Willing to work night shift for US market
Focus, self-initiated individual with attention to details
Ability to handle the pressure of a fast-pace environment
Knowledge of VBA and Python is a must
Fluency in English, Mandarin and Cantonese
