Quant Developer, Exotics

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.

We are seeking a highly skilled and experienced Quantitative Developer / Analyst to join our dynamic team. The ideal candidate will possess a strong background in quantitative finance, extensive programming skills, and a deep understanding of trading, risk management and exotic structured products in cryptocurrency markets. As a quant developer in a high-performance options market making firm, your role will be within a trading desk quantitative development team that is building and maintaining the proprietary risk engine and systems as well as providing trading desk analytical support.

• Work within a small team of quant developers under direction from the product manager responsible for the front office trading team. 
• Use creative problem solving to build scalable, robust systems that work seamlessly across all asset classes.
• Collaborate with other team members to design and implement execution algorithms and risk management protocols and tools to design and develop a world-class next-generation risk analytics platform.
• Work on large-scale financial data problems, in a fast-paced, entrepreneurial, and highly collaborative team.
• Perform analysis using statistical modelling, machine learning techniques, and other quantitative methods to support due diligence for executive trading and risk decision making.
• Build and maintain high-performance derivative pricing models and analytic libraries to calibrate to market conditions as well as infrastructure (adaptors and gateways) to price and risk manage exotic structures.
• Conduct research into and analysis to formulate arbitrage free valuation models which are fit-for-purpose for pricing and risk management of exotic products and structures.
• Provide training for traders, structurers and sales staff on new exotics model and products rollout
• Generate technical and research document on model formulation, research, testing and usage.
• Develop, back tests, and optimize execution strategies using statistical modelling, machine learning techniques, and other quantitative methods.
• Monitor and analyse market data, liquidity, and execution quality to continuously refine trading strategies and improve performance.
• Provide mentorship and guidance to junior team members, fostering a culture of innovation, collaboration, and excellence.

Our ideal candidate will have the following profile:

• Bachelor's degree or higher in Computer Science, Mathematics, Statistics, Finance, or a related field. Advanced degree (e.g., MS, PhD) preferred
• At least 10-years experience working in 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,
• Strong Experience in working on derivative products, pricing models and risk management, probability theory and statistics, stochastic process and stochastic calculus; numerical methods including Monte-Carlo, PDE (Finite Difference and Finite Element) and Tree engines, Euler and Milstein schemes, and random number generation; linear and non-linear optimization methods; application of data analytics and machine learning techniques to derivatives pricing; valuation and modelling of exotic derivative options; crypto, equity and currency exotic products.
• Experience in developing trading systems; delivering tools to trading and structuring teams that tailor products to clients' needs; building models that facilitate the trading desks' hedging practices;
• Experience in developing trading systems and exchange gateway integrations
• Solid understanding of blockchain technology, cryptocurrencies, and the factors influencing their prices and market dynamics
• 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 non-technical stakeholders

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!