Senior Derivatives Quant - Quant Trader - Blockchain - Cryptocurrency - Equity Derivatives - Risk - Pricing - Liquidation (will relocate from anywhere) Senior Derivatives Quant - Quant Trader -  …

BAH Partners
in Hong Kong
Permanent, Full time
Last application, 20 Sep 20
Excellent Salary and package
BAH Partners
in Hong Kong
Permanent, Full time
Last application, 20 Sep 20
Excellent Salary and package
Posted by:
Leo Tse • Associate Director
Posted by:
Leo Tse
Associate Director
My client is a global firm within the FinTech domain who are rapidly expanding their client base and products – they are one of the fastest growing companies within the Blockchain/Cryptocurrency space.

They are now looking for a talented Senior Derivatives Quant with experience building and developing derivative pricing libraries from the ground up.

  • Experience in building an options liquidation framework/algorithm for derivatives using portfolio margining as well as margin calculations
  • Creating simulator tools for back testing parameter and methodology changes in (portfolio) margining systems / liquidation algorithm / insurance fund.
  • Design and develop new index methodologies

You:

Ideally, you will need a minimum 5 years+ experience as a Derivatives Quant with a proven background in options and risk management. This role requires you to interact between business and tech teams with the ability to break down complex problems into simple concepts, so communication skills are very key. 

You are energetic, proactive and driven to work in an autonomous environment where compensation and benefits rival tier one banks/funds.

If you are interested in this position or would like to explore other opportunities within banking and finance technology, please send your detailed resume to leo.tse@bahpartners.com or call +852 2544-4844 for a confidential discussion.

BAH Partners is the leading supplier of the best finance technology talent for most of Hong Kong's top-tier financial institutions. For more opportunities, please visit our website at http://bahpartners.com/live-roles.

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