My client is a World-Leading Trading Firm. They are seeking talents to participate in their major Prop Trading and Market-Making projects.

Responsibilities:

• Work closely with Quants and Traders to design and implement complex pricing libraries used for exotic market models
• Work on pricing model integration and functional enhancements in valuation components of product risk and P&L system
• Evaluate different types of exotic derivatives under different models (SABR Model, Jump-diffusion models, etc)
• Perform the integration of large data sets, develop and maintain data analytics and tools to monitor data quality
• Work with quants and developers in relation to trade issues and risk management tools

Requirements:

• Bachelor’s degree in Engineering, Computer Science, Math, Physics; MSc/Ph.D. background is highly preferred
• Expertise with at least one OOP language such as Java, C++, and C#. Knowledge of Python and its related libraries is a plus
• Experience in numerical methods such as Monte Carlo Methods, PDE solvers, and lattice methods; Familiar with Stochastics volatility models or jump-diffusion models
• Good analytical, problem-solving, and communication skills
• Equipped with experience in exotics trading in digital assets or other asset classes will be classified as Traders