Quantitative Interest Rate Strategist - DeFi/Crypto Firm

Company

- Our client is a fast growing DeFi protocol that is backed by well known traditional financial institutions and Web3.0 investors. The team comprises of Wallstreet quants, traders and technologists.

Key responsibilities

• Responsible for the trading and market-making of traditional and crypto interest rate markets.
• Experienced in interest rate and/or cryptocurrency trading strategies, and managed risk-adjusted returns of multiple strategies in both traditional and crypto markets.
• Responsible for directly or managing the development of trading systems, risk management tools, and scalable market trading infrastructure.
• Ideal candidate should have a natural eagerness to learn, an ability to work on time-sensitive projects, and a passion for technology, data science, cryptocurrencies, and trading. Furthermore, any hands on experience to design, build, and maintain trading infrastructure, including servers, networks, and storage systems would be a plus.
• Team members will be highly analytical, possess excellent problem-solving skills, and have a passion for crypto and interest rate markets, alongside an ownership-mindset with a focus on achieving internal and external KPIs.

Requirements

• Bachelors degree or equivalent in Finance/Economics, Mathematics, Computer Science or a related field
• Minimum 5 years of experience analysing and/or trading interest rate and/or derivative markets, or related experience
• Deep understanding of interest rates and risk management tools
• Strong experience programming in Excel and VBA, Java and/or Python

Added Qualifications

• Solid experience trading interest rates derivative markets (swaps, options and exotics) and knowledge of fixed income products.
• Solid quantitative experience in financial mathematics and derivatives pricing
• Solid understanding of blockchain technology, including knowledge of popular blockchain networks such as Ethereum.
• Experienced working with blockchain APIs and other tools for data extraction
• Familiarity with data storage technologies such as SQL and PostgreSQL databases
• Proficiency in one or more programming languages such as C++, Java, Python, Node.js

Application options

- If you're interested in this role, click 'Apply' now. For further information and a confidential discussion, you can email Winston Tse at winston@tokalent.com