Role Overview

This position is open for professionals who are experienced in either front-office rates quant/exotics support quant position, or a quant/engineer supporting role within credit risk/Credit Valuation Adjustment (CVA) trading. 

Key Responsibility

This critical role will be working closely with the Founder, the Head of Product, and the CTO to design, and oversee all trading and risk management systems. 

As a rates business, it’s crucial for them to manage a complex portfolio of conventional interest rates risks (duration, convexity), as well as to understand the interaction between these markets and credit/token markets with respect to our liquidation and counterparty risk systems. 

Technical Requirement 

• Capability of designing risk systems and guiding engineers on how to implement such risk metrics into the systems
• General working knowledge of OOP, MySQL, Java, from a core-dev perspective, and Node/Python from an experimentation/prototyping perspective

Educational Requirement 

• An MSc in Financial Engineering, Math, Stats or equivalent is preferred

Company culture and Incentive to join

• Working within a distributed team (US, HK, Europe), they are looking for discipline self-starters who can manage their own schedule/work hours for maximum efficiency; offers a hybrid work arrangement 
• This is a mature, intelligent team of former employees at Tier 1 Financial Institutions; you can expect highly efficient communication, a goal-oriented environment
• Work among mature professionals who believes in a better way of collaboration, super low turnover rate
• Collective decisions making and transparent communication
• Welcome high-calibre candidates who are successful in their traditional/crypto corporate career and are seeking to be involved in a meaningful challenge