Associate, Equity Derivatives Quant, EQD

Position Description

The Equity Derivatives Quant team is looking for an experienced developer to join our Delta One Quant team, which covers SBL, Equity Swap trade processing, business analytic, risk control, and client reporting etc. This will require the candidate to become deeply familiar with the end-to-end lifecycle of products and trade flows across physical and synthetic prime brokerage; including Equity Swaps, Delta One, Stock Loan, Cash PB, Execution & Clearing, Client Reporting, Regulatory & Market Infrastructure and Risk & Margin. The developer will work within a system comprising of numerous Python services that interact via messaging to produce the product outputs in real time. A candidate is likely to gain exposure to both new and complex technologies as well as in-depth Delta One and Prime business knowledge.

The Equity Derivatives Quant team builds and supports in-house platforms for the entire Equity Derivatives business, covering exotics/flow OTC options, QIS, Delta One & Prime business, and listed product market making.

Key Areas of Responsibilities

• Assist the design and implementation of pricing, risk, P&L, business analytic and data reconciliation infrastructure  
• Support and enhance existing business platform and related infrastructure including inventory monitoring and stock borrow loan systems
• Supporting traders in their daily work, resolving issues, collecting requirement, develop tactical tools and reports
• Design and develop new components for the platform and infrastructure extensions and enhancements
• Day-to-day interactions with the trading desk, other quants, operation, risk and finance departments, and technology teams

Requirements

• Bachelor degree or above in computer science, math, physics, engineering or quantitative finance from a top tier university
• Experience and knowledge of Prime Service, SBL, Equity Derivatives risk and pricing
• Solid programming experience, strong in Python and familiar with SQL. Java and/or C++ is a plus.
• Good teamwork and communication skills, both written and oral
• Good analytical skills, a logical approach to problem solving, be able to work in a fast-paced environment liaising with demanding stakeholders to understand complex requirements and be able to prioritize work under pressure with minimal supervision for the level of experience
• Self-motivated, self-driven and lifetime learner, and be able to bring positivity and enthusiasm in trying to think about and offer potential solutions for architectural considerations

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