- Computer Programming
- Software Engineering
Quantitative Strategy #119771
Location: Hong Kong-Hong Kong-Hong Kong
Overview of business area or project
- Quant Strats are an integral part of Front office, together with traders and sales people, and participate in the revenue-generating activities of our Sales & Trading groups.
- Quant Strats team is seeking for a Quantitative Modeller at the Junior VP level within Credit Suisse APAC Division.
- Quant Strats sit on the trading floor, and they are responsible for the development of the analytics library and valuation models.
- Equity Derivatives Quant Strats APAC, Quant Modeller, and Junior VP (C++ required)
- You will build state of the art components within the analytics library to improve the Firm's capabilities in trading and risk handling equity derivatives product
- Participate in the design of the analytics library and its integration within the Firm’s IT system
- Participate in the effort to improve our development processes
- Improve the efficiency of the analytics library
- Build tools to improve the productivity of the global Quant Strats team
Essentials Skills and Qualifications:
- You have an advanced degree in a quantitative subject such as Mathematics, Physics, Engineering, Software Engineering
- You possess very strong programming skills in C++; programming skills in F# and Python are a strong positive
- You have very good skills in software design and architecture if possible applied within the analytics library of a front office team
- You have strong professional experience working with C++ in a commercial environment
- You drive and love to work in an intense collaborative environment
- You have good interpersonal skills both written and verbal English