We are a global multi-asset volatility hedge fund firm headquartered in the US and currently looking to expand our footprint in the Asia Pacific region. We are now seeking for a Full-Stack Quantitative Developer in the Hong Kong office. This is a newly created position designed to expand and enhance the existing capabilities of the firm in the region.
The role is expected to take part in a range of projects spanning key initiatives of the firm in areas under Portfolio Management and Quantitative Research. You will be working directly with traders and researchers globally to deliver both tactical and strategic solutions to support the business.
- Degree major in Computer Science/Engineering or related disciplines
- Programming expertise in Python and/or Java
- Ability to perform large scale data analysis and numerical computation
- Comfortable working in linux environment
- Strong working knowledge in RDBMS (design/maintenance/usage)
- Web based front-end development
- At least several years of demonstrable experience in the above mentioned areas, preferably under a team environment.
- Eager to step up to challenges and willing to own/drive projects
- Good command of English as you will be working in a global team
It is not a requirement for you to have prior knowledge or experience in finance or derivatives. What we do expect you to have is a solid quantitative and technical background, a strong work ethic and an entrepreneurial spirit, with passion to apply modern computing technology to the financial domain.
Interested candidates may contact us at 31827143 for additional company details.