Our client is a leading global prop trading / market maker seeking an experienced senior quantitative analyst to join their Quantitative Research team

Reporting into the Head of Quant, you will join the Quantitative Research team that supports trading across multiple financial products and Asia-Pac markets.

You will be responsible for making our clients existing trading strategies better by applying your background, experience, and intuition to data, driving next steps and contributing to the success of the firm. To do this, you will have access to large data sets, often terabytes of data, containing billions of records daily.

At times, you’ll be working on a long-term, complex study and spend most of the day on the same project, building or evaluating models. At other times, you’ll work on tactical studies: quick projects, taking from a few hours to a few days, generally stemming from a trader and that often leads to quick adjustments in trading:

We are seeking candidates with 5+ years experience developing and implementing quantitative models for high frequency or algo trading purposes within an equity derivatives environment.

The successful candidate will understand the full range of mathematical and statistical models and the various data sets used in an options trading business and use this knowledge to help drive our trading and algorithms.

Responsibilities:

• Use your knowledge of derivatives pricing, market tick data and data analysis with strong programming skills to improve our current algorithms and develop new ones
• Processing and analysing large data sets to detect hidden signals and patterns
• Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
• Work independently yet closely with traders and IT staff

Qualifications:

• Masters or PhD in a quantitative discipline
• 5+ years’ experience in a quantitative derivatives role associated with a trading desk
• Empirical and systematic research in trading algorithms, derivative pricing, and volatility modelling, with market making experience preferred
• Proficient in data analysis with solid programming knowledge in a data analysis oriented language (preferably Python or R)
• Very strong skills in production software design in a OO programming language (preferably C++) and expert understanding of IT workflows are required
• Knowledge of vanilla options pricing and light exotics
• Experience working directly with traders
• Machine Learning experience preferred

Visa sponsorship available for overseas based candidates for this role.