Design, develop and enhance state-of-the art risk management and pricing tools for derivative strategies and structured products.
Requirements
- Python and Python web-developed tools including Flask
- R
- SQL
- Tableau
- Statistics knowledge on linear regression, model backtesting, stress analysis, and scenario analysis
- Machine learning algorithms
- Data structure and algorithms
Responsibilities
- Design, develop and enhance state-of-the art risk management and pricing tools for derivative strategies and structured products.
- Trade algorithms analytics on derivatives portfolio hedging and optimization.
- Trade algos for low-latency trading and market-making including warrants and listed options.
- Back test hedging strategies across market regimes.
- Migrate derivative strategies analytics for structured products.
- Migrate Excel-based pricing, param, and risk management tools onto service-based Web apps on Azure cloud.
- Engage in cross-team project collaborations from requirements capture through to delivery.
Other
- Master's degree or foreign equivalent in Business Analytics, Financial Engineering or a related field of study plus two (2) years of experience in the job offered or as a Quantitative Analyst, Data Analyst, or a related occupation.
- Bachelor's degree or foreign equivalent in Business Analytics, Financial Engineering or a related field of study plus five (5) years of experience in the job offered or as a Quantitative Analyst, Data Analyst, or a related occupation.
- Working in the financial industry including banks, buy-side, and funds
- Web development
- Equity derivatives pricing and risk management
