APAC Quant Developer: High-Performance Models

A leading financial institution in Hong Kong is seeking a Quantitative Developer to work within their Central Liquidity Strategies team. The role focuses on developing high-performance quant models and requires collaboration with researchers and traders. Candidates should have 2-10 years of relevant experience, proficiency in programming, particularly with q/kdb+ and Unix, along with a background in statistics, mathematics, physics, or computer science.

Excellent communication skills and the ability to work independently in a dynamic environment are essential.