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Quantitative Analyst

Deriv Services Sdn Bhd
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Undisclosed

Cyberjaya

Full-Time

Job Description

About the role
You will be involved in developing derivatives pricing, risk management models, and algorithms. You will play a key role in the future growth, profitability, and risk management of the company. Since all transactions on our platform are fully automated, you will ensure that our pricing and risk management algorithms are robust, considering critical factors such as real-time pricing parameters, data feed irregularities, and latencies.

Responsibilities
  • Apply mathematical models to real-world scenarios.
  • Solve complex and abstract mathematical problems to optimise pricing and manage risk.
  • Analyse trading patterns to identify new market opportunities.
  • Communicate effectively with other team members to understand the big picture of the organisation and its goals.
  • Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R, MATLAB, Perl, Python, etc.
  • Review, develop, and enhance options pricing, volatility forecasts, and risk management programs.
  • Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools.
  • Monitor website trading activity and minimise abuse.
  • Generate periodic and special reports that summarise client trading trends

Job Requirements

Preferred qualifications
  1. An advanced university degree in physics, financial engineering, or mathematics.
  2. Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, derivatives pricing, and statistical modelling.
  3. Experience in using financial information sources such as Bloomberg and Reuters.
  4. Expertise in the application of object-oriented programming languages (C++ and Perl), coupled with the ability to produce high-quality code.

Company Benefits

Freedom and flexibility

We offer a casual dress code, freedom to work with advanced tech stacks, and a flat organizational structure.

Agility

Our talented graphics designers create compelling user interfaces, our quants produce best-in-class options pricing.

We Value and Develop Talent

Our recruitment procedures are rigorous, highly selective, and designed to identify the top 10% of talent available in any given career field.

Competitive Employee Benefits

With a market-based remuneration structure, an annual cash bonus plan, health benefits for you and your family, travel and internet allowances.

A World-class Workforce

We value the cultural diversity that provides us with a unique competitive advantage.

Technical Excellence

Applying the latest web technologies to the global financial markets is a most interesting challenge.


Additional Info

Company Activity

Last active - 1 week ago

Experience Level

4 - 7 Years of Experience

Job Specialisation

Information Technology


Company Profile

Deriv Services Sdn Bhd-logo-image

Deriv Services Sdn Bhd

Deriv Services Sdn Bhd is the operational headquarters in Cyberjaya for Deriv.com, a pioneer in online trading. Focused on customer-centric solutions, we aspire to be the world’s leading online trading service provider.
Our offices in Ipoh and Melaka tap into the talent pools of high-potential university graduates in these cities. These offices offer shared services to Deriv Group companies worldwide, focusing mainly on client support services, payment processing, and accounting.
The scale and complexity of our mission require smart, talented, and dedicated people who are up for a challenge to make online trading on the world’s financial markets accessible to anyone. 

If you love innovating and doing extraordinary work, join us. Together, let’s build the future of online trading.

company-logo-image

Quantitative Analyst

Deriv Services Sdn Bhd

Undisclosed

Cyberjaya

Full-Time

This job is no longer available