The successful candidate will perform research for derivatives products listed in APAC exchanges aiming at signal generation and strategy creation. Build the strategy logic into back testing framework for validation purposes. Design and implement complex quantitative models and automated trading algorithms.
To apply you should have:
- University degree preferably in quantitative finance, financial engineering, mathematics, statistics, actuarial science, economics or related field
- Good understanding of index option pricing and evaluation in relation to trading
- Minimum 8 years of solid experience in quantitative research with at least 5 years experience in research for products listed in APAC exchanges
- Has thorough research experience in Tick Data analysis and analysis on microstructure of derivative markets, specifically index options and futures
- Ability to use programming languages like c/c ++, c#, Java, Python, vba, matlab & statistical modeling