Job
Description
In this role, you will Responsible for model customization and trading desk partnership across our Asia desks. The selected quant is expected to work during Market hours for Singapore/Tokyo/Hong Kong, and: Partner with the desk in daily market making tasks such as curve building, vol surface and model calibration tasks. Work in our quant library, as needed, to adapt our generic, region independent models to be used by our Asia desks. Work with Technology teams in all aspects of model integration, with special focus on our curve building and valuation strategic platforms. Produce high quality model documents that satisfy model validation and regulatory requests Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams. Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors Use quantitative and technological techniques to solve complex business problems Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation Resolve issues and achieve goals Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements Influence and lead the broader work team to meet deliverables and drive new initiatives Lead projects, teams, or serve as a peer mentor Collaborate and consult with peers, colleagues, and mid-level to senior managers Play an integral role to the trading floor Required Qualifications: 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Desired Qualifications: Duties include, but are not limited to: Play an integral role to the trading floor in tasks such as curve building, vol surface and model calibration tasks and help solve their problems. Participate in model development and deployment Participating in model software implementation Writing code (in Python, C++ etc.) and refactoring code Testing and testing documentation Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT Participation in issue resolution Debugging case preparation (to produce isolated cases to demonstrate the issues) for the on-shore Quants Debug and conclude data issues/model input issues Part of the model documentation Production health monitoring tools Participating in the creation, execution and development of Front Office test plans Actively participating and contributing in team discussions on project specific areas/assignments Maintaining proper documentation of all processes and keeping the code up to date Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts/results as requested by stakeholders Required qualifications: A masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc. Min 5+ years of relevant experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 3+ years' experience in rates and/or FX derivatives Quant models Excellent verbal, written, presentation and interpersonal communication skills Hands-on experience in programming in, e.g., Python or C++ Good writing skills A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences. 5+ years' experience coding in Java or C++ 5+ years working with trading desks (either as a quant or as a trader.
