Head of Quantitative Analysis position with Betonmarkets.com

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Head of Quantitative Analysis position with Betonmarkets.com

Jean-Yves Sireau-2
Betonmarkets.com, the leading fixed-odds financial betting website, is
recruiting for a Head of Quantitative Analysis to join its senior
management team. This position offers a rare and unique opportunity for
a talented and experienced financial derivatives professional in terms
of technical challenge, impact of the job, location of the position,
and career opportunity.

----------------------------------

The role: Head of Quantitative Analysis

As the leader of our Quant department, you will be immersed in the
complexity of managing and pricing a complex derivatives portfolio
arising from a large volume of individual derivatives transactions. The
unique challenges of real-time and automated dealing in binary options
will test you and your team's ability to model the structure of the
markets from intra-day micro-structure up to monthly and yearly time
horizons. You and your team will develop code to study and model the
market structure, test new pricing models and algorithms, optimize
existing code and routines, interface to financial data feeds and
systems, and collaborate with our IT and Marketing departments in the
development of new bet/derivatives products and markets.

You will become a key member of the Company's management team and will
participate in the execution of the Company's long-term strategy. The
company's ambition is to become a serious player in the OTC derivatives
market, expanding its product offering beyond the confines of
fixed-odds bets, and being competitive in its derivatives prices with
the OTC derivatives industry. Accordingly, the role's three main goals
are: (1) Improving the company's bet and derivatives prices, so as to
make its platform attractive to a broader range of market participants.
This may require the development of new pricing models as well as
changes to it's underlying Quant infrastructure, such as data feeds,
filtering algorithms, sources of implied volatilities, hedging and risk
management algorithms, and other components of the company's Quant
framework and processes. (2) Expanding the range of derivative products
offered by the company to include exotic options, structured products,
and other derivatives. (3) Maintaining and enhancing the profitability
of the company's derivatives book via accurate pricing as well as
active risk management.

The Company: RMG Technology (M) Sdn Bhd

RMG Technology (M) Sdn Bhd is the MSC-status Malaysian subsidiary of
the Regent Markets Group. The Regent Markets Group of companies
operates the award-winning Betonmarkets.com fixed-odds financial
betting website. Regent Markets Group was founded in 1999 as an
affiliate of Regent Pacific Group Ltd., a company listed on the Hong
Kong Stock Exchange. The Company's subsidiaries obtained licenses in
Malta in 2000 and the Isle of Man in 2003. In 2004, the Company set up
a shared services center in Cyberjaya, Malaysia. Regent Markets
recruits internationally to locate top talent via a diligent
recruitment process, and employs 42 persons worldwide in 5 countries,
representing 12 nationalities.

Regent Markets Group encourages a collegial and casual work environment
within which the corporate hierarchy is kept to a minimum. There is no
dress code, and employees benefit from flexible working hours and the
ability to work from home when they feel it appropriate to the task.
The company encourages employee empowerment, collaboration, and
teamwork, which is made all the more interesting and rewarding by the
wide variety of cultures and nationalities represented in our
organization, and the wide range of "A player" talent in domains as
varied as IT, marketing, law, finance, and quant.

The Website: BetOnMarkets.com

BetOnMarkets is the leading fixed-odds financial betting service.
BetOnMarkets allows anyone to place bets on over 100 currencies,
indexes, commodities and stocks, from as little as $1 to as much as
$25,000 per bet, and BetOnMarkets has bets for many different types of
market conditions and investment objectives. BetOnMarkets has 11 years
of operating experience, serves over 200,000 registered customers from
over 100 countries, and is fully licensed and regulated in Malta and
the Isle of Man. The BetOnMarkets.com website has won several awards in
the United Kingdom.

Requirements:

- An advanced degree (preferably PhD) in Physics, Engineering or
  Mathematics, coupled with 5-15 years experience in the financial
  industry, with some experience in management.
- Extensive experience in the financial markets, notably the pricing of
  exotic options, volatility forecasting, high-frequency trading and
  market inefficiencies analysis, as well as hands-on trading
  experience in derivatives.
- Expert knowledge of domains such as probability theory, stochastic
  calculus, numerical methods, Monte-Carlo simulation, differential
  equations, econometrics, statistical modeling, time series analysis,
  high-frequency data.
- Strong knowledge of object-oriented programming languages such as
  C++, Perl, Java and the ability to write robust and quality code.
  Experience with Agile software development methodologies (e.g. Scrum)
  would be a plus.
- Experience with Quant programming libraries/frameworks such as
  Quantlib or NumeriX would be a plus.
- Experience with financial information sources such as Bloomberg,
  Reuters, and quant pricing platforms such as SuperDerivatives and
  FENICS.

Location

This position is located at the Company's offices in Cyberjaya,
Malaysia.  For information about living and working in Malaysia please
visit www.tourism.gov.my www.expatkl.com www.virtualmalaysia.com
http://www.lonelyplanet.com/malaysia and for Cyberjaya-specific
information please visit www.cyberjaya-msc.com
http://cyberproperties.wordpress.com  Malaysia offers expatriates a
high quality of life and low cost of living, in an English-speaking and
multicultural environment. The company will be responsible for
obtaining the required work permit and dependent passes for
spouse/children if required.

Recruitment Process

For further information about this unique opportunity, please email
your CV to Jean-Yves Sireau, email [hidden email]

--
Jean-Yves Sireau, CEO
Regent Markets Group Ltd.
Genseq Ltd.

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