Our client is a Top-tier Korean Investment Bank with a large global presence across APAC region, Europe, and the United States. Our client's Equity Derivatives Trading team, based in the Seoul headquarters is looking at extensively expanding their team and are recruiting a Senior Quantitative Developer in Derivatives Pricing and Risk Systems.
The key responsibilities of the role includes:
- Design, implement, and maintain equity derivatives pricing and risk monitoring systems
- Understand enough about the underlying product to build effective pricing and risk tools
- Continually improve system performance, stability, usability, and maintainability
- Optimise database usage and identify areas for further optimisation
- Obtain requirements from the structured products trading desk and formulate a development plan based on the requirements and overall business context
- Communicate timelines and system changes effectively to the broader team
- Demonstrate ownership over the derivatives pricing and risk system and ensure continuous system stability and usability
- Proactively seek opportunities to apply new technologies to address business needs
The key requirements of the role includes:
- Technical degree from a top school
- Proficiency in C# and the .NET Core standard libraries
- Strong understanding of object-oriented programming
- Knowledge of multi-threading and async/await programming paradigms
- Ability to autonomously translate business requirements into a development plan
- Judgement in deciding which technologies to apply to a specific problem
- Proficiency in code versioning tools such as Git and Subversion
- Working knowledge of SQL database programming
- Experience with HPC and parallel computing preferred
**Our client will sponsor visas and relocation for high-calibre candidates based overseas