Our Client, a Global Systematic Hedgefund is aggressively building out their Quantitative Trading functions across Singapore and Hong Kong.
We are currently seeking a Senior Quantitative Researcher to support the strategy research and development of model libraries, pricing and optimization.
The optimal candidate should have 5+ years in a similar buyside experience and coding in C++. Candidates with a strong coding capacity or strong academic fundamentals from a sellside position with experience in similar mission-critical activities would also be suitable.
The successful candidate will be working closely with a highly technical and academic team and will be aggressively challenged in a trading environment occupied by cutting edge technologies and minds. He/she will find themselves fully immersed within the Quant/Automated trading functions.
If there is any interest, please feel free to reach out directly with an updated copy of your CV, and a brief introduction would also be appreciated as well.
