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CIB QR - Quantitative Research AAO (Analytics, Automation & Optimization) - Equity Derivatives - Vice President
August 2, 2019
The mandate of the team is to support and drive the transformation of the APAC Equity Derivatives business, with a wide range of responsibilities covering: model and payoff development for existing and new client demands; trading, risk management and hedging automation and optimization; analyze and develop systematic trading & hedging strategies, rationalization of sales/structuring/trading workflows. The team also acts as a culture carrier for modern data-driven business methods and brings data-driven decision making and automation to the Equity businesses.
As an experienced developer, your mission is to help lead our team of quants and technologists toward creating next-level solutions that improve the way our business is run. Your deep knowledge of design, analytics, development, coding, testing and application programming will help your team raise their game, meeting your standards, as well as satisfying both business and functional requirements. Your expertise in various technology domains will be counted on to set strategic direction and solve complex and mission critical problems. Your quest to embracing leading-edge technologies inspires your team to follow suit. You will also be able to harness massive amounts of brainpower through our global network of quants and technologists from around the world.
Day-to-day partnership with equity derivatives sales, structuring and trading teams across a wide range of topics such as discussing trade ideas, identifying new business opportunities, optimizing pricing and risk management or analyzing complex problems with a view of rationalizing and systematizing the associated workflows
Develop data-driven decision making tools leveraging in-house analytics and cutting edge prediction models; build fully automated systems with a high degree of quantitative optimization
Define development/project plans with key milestones in line with strategy and own the full delivery
Contribute directly to the business and client franchise; identify and generate revenue opportunities
Manage relationships with all stakeholders and control functions and make sure we follow internal risk policies and procedures, as well as comply with external regulations
The ideal candidate brings extensive experience in the Equity business (good understanding of derivatives and volatility in general), ideally combined with a background in machine learning techniques / statistics and a curiosity to expand in this field. Communication skills and drive are critical for the role as we expect the candidate to actively engage with the business and to bring cultural change towards a modern data-driven approach to business.
A PhD or Master's Degree in a quantitative or computer science discipline from a top-tier institution
Outstanding problem-solving abilities and communication skills
Expertise in application, data and infrastructure architecture
Advanced knowledge of architecture, design and business processes
Demonstrable experience in development, deployment and maintenance of commercial service oriented application(s)
A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas)
Not required but a plus
Excellent theoretical and practical knowledge of derivatives pricing and risk management theory, vanilla options and volatility products
Experience with market making techniques and algorithm development
Good expertise in statistical modelling, machine learning & optimization, including standard techniques, linear, convex & conic optimization
Previous practical experience in solving machine learning problems using open-source packages (such as sklearn). Solid experience with TensorFlow or RL packages is definitely a plus.
Internal Number: 6237931
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