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. ------------------------------------------------------------------------------ Free Software Download: Index, Search & Analyze Logs and other IT data in Real-Time with Splunk. Collect, index and harness all the fast moving IT data generated by your applications, servers and devices whether physical, virtual or in the cloud. Deliver compliance at lower cost and gain new business insights. http://p.sf.net/sfu/splunk-dev2dev _______________________________________________ QuantLib-jobs mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-jobs |
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