Quant Strategist - DeFi

Tokalent; Hong Kong; On-site; HKD 1,400,000 - 2,300,000; Full time

Job summary

Tokalent is seeking a senior quantitative researcher for a fast-growing DeFi protocol backed by traditional finance institutions and Web3 investors. You will collaborate with the CEO, Strategy, and Credit teams to price and hedge complex risks, leveraging your deep experience in quantitative models and financial theory.

You will work with Credit Risk, Technology, and other Quant groups to implement robust numerical methods in C++ and Python, applying stochastic calculus, copulas, and machine

Qualifications

• Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics is a prerequisite.
• Over 10 years experience in Quant, preference from bulge bracket banks.
• Advanced certification such as FRM / CFA / CQF is an advantage.

Responsibilities

• Identify, price, and strategize hedging of complex risks with CEO, Strategy, and Credit Team.
• Regular interaction with Credit Risk, Technology and other Quant groups.

Skills

Pricing models

C/C++ programming

Python

Machine Learning

Analytical skills

Communication skills

Probability theory

Stochastic calculus

Copulas

Quantitative finance

FRM/CFA/CQF

Education

Masters/PhD in quantitative field

Tools

C++

Python

VBA

Job description

- Our client is a fast growingDefi protocol that is backed by well known traditional financial institutions and Web3.0 investors

Key responsibilities

• Work with their CEO, Strategy, and Credit Team to identify, price, and strategize hedging of complex risks.
• Regular interaction with Credit Risk, Technology and other Quant groups.

Skills & experience

• Experience with pricing models forinterest rate options,equity options, credit options and exotics, credit, inflation, FX or hybrids is desirable. You geek out on models but understand their limitations in practice.
• Good programming skills in C/C++ for the implementation of numerical methods using object-oriented design, knowledge of Python, VBA, and Machine Learning is a plus.
• Strong analytical, numerical and problem solving skills, good knowledge of probability theory, stochastic calculus, and copulas for finance.
• Excellent communication skills and ability to interact with various business groups and associated support functions on a daily basis.
• Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics is a prerequisite. Advanced certification such as an FRM / CFA / CQF qualification is an advantage.
• Over 10 years experience in Quant, preference from bulge bracket banks