VP Quantitative Strategy – Equity Derivatives
An experience Quantitative professional is required by one of the leading consulting firm to help their client in establishing a newly formed Quantitative Research Group. The responsibilities will include to act as the lead to the group and help the client for growing the funds quantitative strategy and systematic trading space. The ideal candidate should have experience across multiple asset classes, with any exposure to derivatives being highly desirable.
The suitable candidate will need strong programming skills in SAS/MATLAB as they will lead the development and implementation of various models. They will also need strong data set modelling experience.
Qualified candidates will require:
- Master degree in a Quantitative discipline – Mathematics, Statistics, Economics, Computer Science, Finance or Engineering. PhD will be a plus.
- 4-8 years Quantitative Research experience
- Programming experience in one of the following languages: SAS, MATLAB, R, Java, SQL
- Strong Communication Skills