Quant Developer
4 weeks ago
Responsibilities
- Ideate software solutions to build up or enhance the existing functions.
- Participate in all stages of software development including but not limited to:
- Design user-side and server-side architecture.
- Build the front-end of applications through appealing visual design.
- Develop and manage well-functioning databases and applications.
- Write effective APIs.
- Test software to ensure responsiveness and efficiency.
- Troubleshoot, debug and upgrade software.
- Create security and data protection settings.
- Build features and applications with a mobile responsive design.
- Write technical documentation.
- Within the Risk Department, get involved in specific topics on improving the Risk function, such as:
- Risk tool enhancement and optimization for Macro trading strategies:
- yield curve build-up;
- visualization of VaR calculation;
- Multi strategies risk analysis and market risk analysis;
- Portfolio PNL attribution;
- Within the Trading Department, get involved in the specific topics on improving trading function, such as:
- Trading automation and optimization, especially for Convertible Bond Strategy;
- Trading API, Algo, and signal generation;
- Trading cost analysis and optimization;
Requirements
- Bachelor's Degree and above in Computer Science or Financial Engineering.
- Proven work experience as a Full Stack Developer or similar role.
- Familiar with python language.
- Familiar with at least one of back-end languages (e.g. Java, C#)
- Familiar with at least one of front-end frameworks (e.g ReactJS)
- Familiar with databases (e.g. SQL Server, MongoDB) and UI/UX design
- Excellent communication skills with both internal and external counterparties.
- Great attention to details.
- Strong resistance to fast-paced and stressful industry within efficient delivery on time.
Yield Curve
Excellent Communication Skills
MongoDB
Financial Engineering
Visual Design
SQL
Trading Strategies
SQL Server
Python
Visualization
Java
VAR
API
Content Development
Databases
Software Development
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