Junior Quant

Duties & Responsibilities:

• Work closely with senior quant, traders and risk managers to build and maintain in-house analytics library to improve pricing and risk managing capabilities for equity derivatives

• Assist in the computational speed enhancement with C++ CUDA

• Integration of analytics library with the market-making, autopricing and risk management systems

• Documentation, maintenance and optimization of the analytic library

• Contribute in the development of volatility surface fitting tools

Requirements:

• Bachelors, Masters, PhD in quantitative subject such as Mathematics, Engineering, Computer Science from a top-tier institution

• Strong programming skills in C++, Python and Excel VBA

• Familiar with derivatives pricing, exotic and volatility products

• Previous experience in GPU programming with C++ CUDA is a plus.

• Previous programming experience with AI tools is a plus

• Solid analytical and quantitative skills with a keen attention to detail.

• Familiarity with financial markets and equity derivatives products is a plus.

• Ability to work in a fast-paced, high-pressure environment with strong communication and teamwork skills.

• Fluency in English, Mandarin and Cantonese.