At Eclipse, we process hundreds of millions of data points per day, and the size and variety of data always grows. Our quantitative research team is based in our headquarters in Hong Kong, working where the decisions are made and have an opportunity to contribute directly to the bottom line.
The successful candidate will have a background in options volatility and pricing models and an understanding of data driven analysis to help drive our trading and algorithms.
Responsibilities and Duties
- Use your knowledge of pricing, risk, volatility models, and data analysis along with strong programming skills to improve current strategies and models and develop new ones
- Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
- Work independently yet closely with traders and IT staff
What you offer
- Masters or PhD in a quantitative discipline
- 3+ years experience working in derivatives, preferably options market making
- Strong background in researching and coding volatility, options pricing, and risk models
- Very strong skills in production software design in an OO programming language (prefer C++), with understanding of software development workflows required
- Experience in a statistical language (prefer Python)
- Knowledge in analysing (back-testing) tick data files
- Machine learning experience preferred
- Experience working directly with traders
- Good command of spoken and written English
- We would consider a more senior role with the right fit.
What we offer
- Exposure to a diverse range of technologies
- Excellent learning opportunities
- A work-life balance in a multi-cultural environment with reasonable work hours
All information provided will be treated in strict confidence and used solely for recruitment purposes.
Due to the high number of responses that we receive, we are only able to respond to successful applicants.