Up to Director, Rates E-Trading APAC
仕事内容
・Day-to-day running of risk books in one or more of overnight US Treasuries, JGB, AUGB and related derivatives;
・Ad-hoc data analysis and report generation to better understand our risks and profitability;
・Data analysis to understand and predict market and client behaviours;
・Proposing and developing algorithms to price and hedge government bonds and swaps;
・Monitoring and enhancing existing algorithms;
応募資格(必須経験など)
・Significant experience with risk management of Rates products required, with previous experience of electronic trading preferred;
・Academic background at undergraduate or Masters/PhD level in a quantitative subject (Mathematics, Statistics, Engineering, Computer Science or other analytical background);
・Programming and Data Science skills in Python and q/kdb are a significant advantage;
・Good problem solving skills and pragmatic approach;
・Good interpersonal skills with the ability to present complex ideas clearly.