Our client is a Korean Investment Bank with a large global presence across several offices in the APAC region, Europe and the United States. The firm's Equity Derivatives Trading team, based in Seoul headquarters are looking at extensively expanding their team and are recruiting candidates for the role of Quantitative Developer, Derivatives Pricing and Risk Systems.
The key responsibilities of the Quantitative Developer includes:
- Design, develop and implement equity derivatives pricing and risk monitoring systems
- Build effective pricing and risk tools
- Continuously improve system performance, stability, usability and maintainability
- Optimise and enhance data usage
- Identify further areas for optimisation
- Work closely with structured products trading desk and develop plan
- Ensure continuous system stability and usability
- Proactively seek opportunities to apply new technologies
Desired attributes of the Quantitative Developer includes:
- Degree in any STEM subject (Top Korean/Global Universities preferred)
- Minimum 3+ years' experience as a Quantitative Developer in Risk for a proprietary trading firm, hedge fund or trading desk of a bank
- Strong programming in C#, .NET Core and SQL
- Strong coding abilities in Git and Subversion
- Experience with parallel computing preferred
- Good knowledge of multi-threading
- Good knowledge of object-oriented programming