Qualifications
Responsibilities:Collaborate with a team of quantitative developers to design and maintain pricing model libraries for the front office trading team. Implement advanced models and analytical libraries that adapt to market conditions, alongside infrastructure (adaptors and gateways) for pricing and risk management of exotic structures. Engage with stakeholders to create and deploy innovative pricing models tailored for cryptocurrency markets, including calibration to market dynamics and development of user interfaces for the pricing engine. Produce thorough technical and research documentation detailing model formulation, research, testing, and application. Mentor junior team members, promoting a culture of innovation, collaboration, and excellence. Requirements:A postgraduate degree in Mathematics, Physics, Engineering, or Finance. A minimum of 10 years of experience with formal programming languages. Familiarity with C# / C++ design patterns, data structures, containers, and C#-based industrial quantitative libraries is beneficial but not mandatory. Proven experience with derivative products, pricing models, and risk management. In-depth knowledge of stochastic processes and calculus, as well as numerical methods including Monte-Carlo simulations and PDE techniques (Finite Difference and Finite Element), Tree engines, Euler and Milstein schemes, and random number generation. Exceptional problem-solving abilities, meticulous attention to detail, and capacity to thrive under pressure in a dynamic trading environment. Excellent communication and interpersonal skills, with the ability to effectively collaborate with cross-functional teams and convey complex concepts to non-technical stakeholders.
About the job
QCP Group is at the forefront of the digital asset revolution in Asia, providing innovative solutions that allow clients to effortlessly integrate digital assets into their investment strategies.
We offer an extensive array of services including spot on/off ramping, fixed income strategies, vanilla options, and bespoke exotic products.
Our commitment to becoming the most trusted partner in the digital asset space drives us to deliver cutting-edge solutions that position digital assets as a fundamental element of every client’s portfolio, balance sheet, and treasury.
Since our inception in 2017, we have recognized the transformative potential of digital assets across financial markets and beyond. Positioned at the nexus of change, we have successfully navigated through three market cycles, effectively bridging institutional and cryptocurrency ecosystems.
We prioritize building trustworthy partnerships, placing client success and care at the core of our operations.
About QCP Group
QCP Group is Asia's premier digital asset partner, dedicated to empowering clients through innovative solutions that seamlessly integrate digital assets into their financial portfolios. With a rich history since 2017, we are committed to navigating the evolving landscape of digital assets and providing trusted partnerships to our clients.