We're looking for an experienced quantitative modeler or strategist with strong mathematical and abstract problem-solving ability, a good understanding of the nature of complex financial portfolio risk, and rigorous coding abilities. Specifically, you will need:
- Graduate degree or undergraduate degree from a renowned institution in theoretical physics, pure or applied mathematics, electrical engineering, or quantitative finance
- 5-7 years of demonstrably successful professional experience as a quantitative modeler or strategist on a top tier investment bank derivatives trading desk and/or leading Global Macro hedge fund
- Direct knowledge of APAC Rates & FX markets is a requirement.
- This is a hybrid role, requiring a minimum of 3 days in the one of the ouroffices in Singapore, Hong Kong or Sydney.
- Our system is predominantly implemented in .net/C#, but ad-hoc studies might be requested in other languages such as C++, Python, F#, R or Matlab. Professional-level familiarity with at least one of these languages is essential, as well as the desire (and ability) to learn the .net framework and meta-programming.
- In addition to being comfortable and effective around investment professionals and senior management, success in the role will require natural adhesion to Macro Tech team work ethics, quality standards, commitment to technical rigor while keeping delivery schedules, transparency, and reliability.
