Quantitative Developer

Millennium; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Job summary

A leading financial institution in Hong Kong is seeking a Quantitative Developer to join their Central Liquidity Strategies team. The role involves developing high-performance quant models using languages like q/kdb+ and Python. Candidates should possess 2-10 years of relevant experience and a strong scientific background. This position offers a fast-paced environment where effective communication and collaboration with multiple teams is crucial.

Qualifications

• 2-10 years of experience in related financial institutions in a development-intensive role.
• Experience with equity electronic trading is helpful, but not necessary.
• Familiarity with databases and experience with q/kdb+ is extremely helpful but not required.
• Unix proficiency essential.
• Familiarity with databases; experience with q/kdb+ extremely helpful but not required.
• Experience with equity electronic trading helpful but not necessary.
• First-rate communication skills, written and verbal.
• Detail oriented; demonstrates thoroughness and ownership of work.
• Quick learner and able to prioritize in a fast moving, high pressure environment.

Responsibilities

• Develop across a wide breadth of applications; primary languages q/kdb+, Python.
• Design and optimize computationally intensive quantitative models.
• Collaborate closely with researchers and traders.
• Communicate all ideas, questions, and conclusions concisely and effectively
• Collaborate closely with researchers and traders

Skills

Programming experience (compiled & interpreted languages)

Scientific education (statistics, mathematics, physics, computer science)

Unix proficiency

First-rate communication skills

Detail oriented

Ability to work independently

Quick learner

Education

Degree(s) in statistics, mathematics, physics, or computer science

Tools

q/kdb+

Job description

Overview

We are searching for a Quantitative Developer to join our Central Liquidity Strategies team. This role requires intensive development across a range of languages and systems with a particular focus on implementation of new high performance quant models. The role will be at the forefront of a new APAC-led initiative spanning both execution and financing space.

Responsibilities

• Developing across a wide breadth of applications; primary languages q/kdb+, Python
• Design and optimization of computationally intensive quantitative models with a particular focus on large streaming data
• Developing stand-alone applications, working with related teams’ codebases, as well as collaboration with other teams for design specification, e.g. required APIs
• Communicate all ideas, questions, and conclusions concisely and effectively
• Collaborate closely with researchers and traders

Required Skills/Experience

• 2-10 years of experience in related financial institutions in a development-intensive role
• Programming experience across both compiled and interpreted languages
• Scientific education, preferably degree(s) in statistics, mathematics, physics, or computer science
• Unix proficiency essential
• Familiarity with databases and experience with q/kdb+ extremely helpful but not required
• Experience with equity electronic trading (markets, systems, mechanics) helpful, but not necessary
• First-rate communication skills, written and verbal
• Detail oriented; demonstrates thoroughness and strong ownership of work
• Quick learner and able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency
• Ability to work independently and thoughtfully
• Flexible teammate, with a willingness to interact and collaborate with other teams