Job Description

Company

- Our client is a fast growing Defi protocol that is backed by well known traditional financial institutions and Web3.0 investors

Key responsibilities

- Work with the CEO, Quant Strategist, and Credit Team to execute and strategize hedging of complex risks.

- Regular interaction with Credit Risk, Technology and other Quant groups.

Requirements

- Experienced in development and implementation of trading ideas and trading algorithms.

- Trade execution experience with interest rate options, credit options and exotics, credit, inflation, FX or hybrids at traditional financial institutions is desirable.

- Knowledge of C/C++, Python, VBA, and Machine Learning is a plus.

- Strong analytical, numerical and problem solving skills, good knowledge of probability theory, stochastic calculus, and copulas for finance.

- Excellent communication skills and ability to interact with various business groups and associated support functions on a daily basis.

- Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics and advanced certification such as an FRM / CFA / CQF qualification is an advantage.

- Over 5 years experience in Quant trading, preference from bulge bracket banks

- Candidate will have to be based in Hong Kong

 Application options

- If you're interested in this role, click 'Apply' now. For further information and a confidential discussion, you can email Winston Tse at winston@tokalent.com