ã??Responsibilitiesã??

• Develop trading strategies and analyze performance altogether with
  quantitative traders
• Create and maintain option market risk models including volatility
  surfaces, greeks metrics, scenario simulations etc.
• Backtest trading opportunities with quantitative methods
• Handle multi-dimensional data of high frequency with in-depth knowledge of market microstructure behavior
• Develop price models for new structure products, e.g. exotic options
   

ã??Requirementsã??

• Bachelor degree or above in quantitative related fields from top universities
• Exceptional background in mathematics(stochastic analyses, time series,
  multidimensional numerical methods) and logical reasoning
• 1-year or above quantitative research experience is preferred
• Solid proficiency in data analysis with various statistical tools and
  programming languages (python preferred). Practical experience in C++ is a plus

ã??Benefitsã??

• Competitive compensation package
• Flat management structure with a positive team spirit
• Tremendous career growth potential and invaluable learning opportunities
• Multiple company overseas trips per year
• Leisure activities such as sports, board games, etc.

ã??Locationã?? Singapore/Shanghai/Shenzhen

Interested parties please send your resume to: lyprop@outlook.com

Please indicate the name and position of the post: name + position