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 having an opportunity to contribute directly to the bottom line.
The successful candidate will understand the full range of mathematical and statistical models and the various data sets used in an options trading business and use this knowledge to help drive our trading and algorithms.
Responsibilities and Duties
- Use your knowledge of derivatives pricing, market tick data, and data analysis along with strong programming skills to improve our current algorithms and develop new ones
- Processing and analysing large data sets to detect hidden signals and patterns
- 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
- 5+ years’ experience in a quantitative derivatives role associated with a trading desk
- Empirical and systematic research in trading algorithms, derivative pricing, and volatility modelling, with market making experience preferred
- Very strong skills in production software design in a OO programming language (preferably C++) and expert understanding of IT workflows are required
- Proficient in data analysis with solid programming knowledge in a data analysis oriented language (preferably Python or R)
- Strong knowledge of analysing and back-testing historical tick data files
- Knowledge of vanilla options pricing and light exotics
- Machine learning experience preferred
- Experience working directly with traders
- Good command of spoken and written English
What we offer
- Exposure to 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.