Quantitative Analyst

6 days ago

hong kong, Hong Kong SAR China Tempest Vane Partners Full time

Direct message the job poster from Tempest Vane Partners My client is a leading FinTech business delivering technology and investment management infrastructure services to some of the world's leading hedge funds and asset managers. They are looking for a C++ or C# focused Quantitative Analyst / Developer with strong Interest Rate Derivatives knowledge to join their Quantitative Analytics & Development team based in Hong Kong. What You'll Get An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets. There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills. They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement. They offer benefits including pension contribution, healthcare, life insurance, 26 days holiday, 10 further days remote working from anywhere in the world and hybrid working. What You'll Do The successful candidate will join the Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++). Furthermore, the role will entail the implementation of new and existing models into the core platform, and building new features in the platform (written in C#) and occasional enhancement of front office tools (written in Python). At the same time, the successful candidate is expected to provide ongoing support to clients across all asset classes (especially Rates, but also FX, Equities, Credit and Commodities), and maintenance of existing BAU systems and processes. What You'll Need Experience working as a Quantitative Analyst or Quantitative Developer in a front office trading environment. Strong knowledge of Interest Rate Derivatives products and models, including experience of building yield curves. Strong C++ or C# development ability. Experience supporting a live production environment and models. Experience of Python is beneficial but not essential. Seniority level Associate Employment type Full-time Job function Finance and Information Technology Industries Financial Services, Investment Management, and Capital Markets #J-18808-Ljbffr

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