Job Opening

Our client, a leading bank is looking for high-caliber person to fill the position.

Design and develop components of greenfield real time quantitative trading systems from scratch
Liasie with external vendor and internal stakeholders (such as developers / researchers / traders, etc) on requirement analysis and system design
Apply machine learning, statistical modeling and time-series analysis to large datasets
Stay updated on market structure developments
Work closely with strategy researchers and engineers in the team to put business and technical roadmaps into implementations

Bachelor or Master in Computer Science or related disciplines
At least 3 years of relevant experience in the financial services industry
Financial market product knowledge (FX / Fixed income / Derivatives / Equity)
Solid experience in at least one object-oriented programming languages (such as Java)
Experience in quantitative trading systems
Knowledge in columnar or time series databases, such as kdb+ or InfluxDB, q programming language is an added advantage
Good command in both written and spoken English and Chinese (including Mandarin)

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