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Develop, maintain and enhance trading models, algorithms and systems across the APAC trading market
Perform in depth trades analysis using mathematical and computing skills in python to improve trading strategies
Work with our quant teams globally to explore a variety of pricing models and machine learning techniques and design improvements to our global and local current models; implement these new models and get them into production
Collaborate with other traders to tackle immediate production challenges using programming knowledge of python, C++ or Java.
Skills Required -
Relevant tertiary qualifications (graduate or post graduate), with strong academic results, preference in mathematics, science, engineering IT or computer science.
MS or PhD in a highly quantitative field of study
At least 2 years of professional experience in financial services
Exposure to the development of pricing libraries
Proven success in quantitative modeling and algorithm development
C++ and/or Java skills preferred to make tactical changes to production code
Desire to work in a collaborative team environment
Knowledge of machine learning techniques is highly desirable
Internal Number: 5866713
About Sartre Group
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