Head of Quant
QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.
We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics.
Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury.
Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems.
We work to build trusted partnerships, putting client success and care at the heart of everything that we do.
Responsibilities
- Work within a team of quant developers building and maintaining pricing model libraries for the front office trading team.
- Implement models and analytic libraries to calibrate to market conditions as well as infrastructure (adaptors and gateways) to price and risk manage exotic structures.
- Collaborate with other stakeholders to design and implement novel pricing models for crypto markets. This includes calibration of the models to market conditions, and the development of associated interfaces to interact with the pricing engine.
- Generate technical and research document on model formulation, research, testing and usage.
- Provide mentorship and guidance to junior team members, fostering a culture of innovation, collaboration, and excellence
Requirements
- Postgraduate degree or higher in Math, Physics, Engineering or Finance.
- At least 10-years’ experience working with a formal programming language. Knowledge in C# / C++ design patterns, data structures, containers and C# based industrial quantitative libraries is an advantage but not a requirement.
- Experience in working on derivative products, pricing models and risk management. Good understanding of stochastic process and stochastic calculus; numerical methods including Monte-Carlo and PDE (Finite Difference and Finite Element), Tree engines, Euler and Milstein schemes, and random number generation is required.
- Excellent problem-solving skills, attention to detail, and ability to work effectively under pressure in a fast-paced trading environment
- Strong communication and interpersonal skills, with the ability to collaborate effectively with cross-functional teams and communicate complex concepts to nontechnical stakeholders
Benefits
The Environment We Offer
As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.
Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long- term.
We also provide flexible working arrangement as required and a casual and fun environment to boot!