Head of Quant Strategy (Seoul)

You should have 5+ years of experience in quant trading, quant strategy or quant development from high frequency proprietary trading firms/ hedge funds. You will be required to develop new quant strategies and implement existing ones while managing the team and will be working very closely with the Head of IT and the CEO. You will need to have strong C++ programming skills and knowledge on machine learning, data-mining, computational intelligence, Bayesian learning and Markov decision model. Should also possess a PhD/MSc in Engineering, Mathematics, Physics or Statistics. Any prior exposure to Asian index options or other EQD highly derisible

Quant Analyst/Financial Engineer (Sydney)

Our client is a very prominent proprietary trading firm with offices in the US, Europe and Asia Pacific. Their Sydney office is currently seeking a Senior Quantitatve analyst to join their quant team.

You will be required to develop and enhance their current quantitative models and develop new analytic tools for their traders. You will research on historical data and find out trends/signals to assist with their trading decisions.

The ideal candidate must have:
- At least 3-5 years of financial engineering experience in a proprietary trading environment.
- Experience in equity options and electronic options trading is essential as well as a strong understanding of derivative products and financial markets.
- A strong mathematical background with a degree in Math/Finance/Engineeing or other related subjects
- Proficient in Excel, VBA, C#, VB.NET, Microsoft.net platforms

Quant Analyst (Hong Kong)

A leading international bank is currently looking for an experienced quant analyst focusing on research for volatility/alpha generating strategies to join their HK team

Responsibilities:
Research and generate alpha generating trading strategies

Requirements:
Msc or PhD candidates
Candidates with banking background or buy side expertise
More than 5 years experience in quantitative volatility research
In depth understanding of the Asian volatility space required
Strong computer skills and modelling techniques
Good communication skills
English fluent and Mandarin/Japanese preferred

HK residents or valid working permit required

Jr Quant Risk Analyst

A leading bank is looking for a junior quantitative risk analyst for their HK office.
Requirements:
Msc in mathematical discipline
2-3 years experience in counterparty risk analytics
Good quantitative and modeling background
Familiarity with basic level of pricing and interest rates models
In depth understanding of derivatives products including exotic and hybrid products
VBA programming skills
HK residents or valid working permit required