Quantitative Developer / Strat - Rates
BFAM Partners, Hong Kong
Job Description
1) Job Overview:
BFAM is looking for a quant developer/strategist. The successful candidate will demonstrable quant strat experience in the rates area who has built trading tools in a desk-centric environment (specific data gathering amp; processing, developed analysis tools amp; signal generation). Preferably a computer science/mathematics/physics or similar quantitative discipline graduate with domain knowledge in rates (euro/Asia rates, rates vol a plus) trading strategies as well as the ability to develop solutions in a rapidly changing and growing environment.
2) Responsibilities:
- Hands-on and desk-centric role developing tactical solutions for rates trading. A successful candidate will be embedded with the trading desk
- Responsible for developing and maintaining the in-house quant models for pre-trade analysis, qualitative signal generation as well as systematic execution
- Expect to spend 90% of time coding and working with traders.
- Fast pace and friendly working environment. Exposure to work with people of high caliber.
Requirements
- Minimum 3 years experience working as a quant analyst or in a similar role in the financial industry. Experience working in the front office is highly desirable.
- Solid knowledge of fixed income quant models, e.g. curve calibrations, risk re-projection, Pamp;L explained, scenario analysis. Experience with non-linear products (options, swaptions, cap/floors) would be a big plus.
- Good grasp of event-driven programming. Experience in developing electronic trading/order management systems would be a plus.
- Minimum 3 years experience with Python. Experience in developing micro-services would be a big plus.
- Experience with/willingness to pick up web base UI development, e.g. ReactJS, jQuery.
- Experience with/willingness to pick up version control software and CI/CD pipelines.
- Drive to take product ownership and ability to work independently.
- Ability to work and communicate effectively under pressure.
- Experience with Fincad would be beneficial, but not essential.
Programming Language: Python (advanced level), JavaScript (intermediate level), Java/Kotlin (familiarity beneficial), OS scripting (bash, .bat)
Production Deployment: Linux, Docker, AWS Cloud
Database: SQL (e.g. PostgreSQL, Oracle) and NoSQL (e.g. MongoDB)
Working Language: English
Benefits
Why work with us
- A unique work culture that combines autonomy and high performance with collaboration and respect for each other
- A results-oriented, transparent, meritocratic culture where outcomes and accomplishments are rewarded
- Flat hierarchy where everyone has access across the organisation
- Intellectually stimulating, high performance environment
- Casual but hard working work-style
- Located in Asia’s premier financial hub of Hong Kong
Competitive Rewards amp; Benefits
- A total compensation based approach to rewards, including base salary, signing bonus, and opportunity for discretionary performance bonus
- Top tier medical and dental insurance for employees and their dependents
- Life and business travel insurance
- Annual leave, flexible working options
- Based in Hong Kong, a low tax regime