Binary.com Cyberjaya, Selangor, Malaysia
Aug 01, 2019Permanent
The Team We are the Quants Team. We're the rocket scientists of Binary.com. We develop the underlying risk and pricing models that drive our products and enable customers to trade on our platform. We are central to the profitability and success of the company. We track the company’s performance, mitigate risk, and provide useful, actionable insights that aid our leaders in developing solid business strategies. About the role You will be involved in developing derivatives pricing, risk management models, and algorithms. You will play a key role in the future growth, profitability, and risk management of the company. Since all transactions on our platform are fully automated, you will ensure that our pricing and risk management algorithms are robust, considering critical factors such as real-time pricing parameters, data feed irregularities, and latencies. Responsibilities Apply mathematical models to real-world scenarios. Solve complex and abstract mathematical problems to optimise pricing and manage risk. Analyse trading patterns to identify new market opportunities. Communicate effectively with other team members to understand the big picture of the organisation and its goals. Develop derivatives pricing, as well as risk management models and algorithms using C/C++, R, MATLAB, Perl, Python, etc. Review, develop, and enhance options pricing, volatility forecasts, and risk management programs. Perform data mining using SQL databases, R/S-Plus, OLAP, and other analytical tools. Monitor website trading activity and minimise abuse. Generate periodic and special reports that summarise client trading trends. Preferred qualifications An advanced university degree in physics, financial engineering, or mathematics. Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, derivatives pricing, and statistical modelling. Experience in using financial information sources such as Bloomberg and Reuters. Expertise in the application of object-oriented programming languages (C++ and Perl), coupled with the ability to produce high-quality code. Perks and benefits Market-based salary Annual performance bonus Health benefits Casual dress code Flexible working hours Travel and internet allowances Location Cyberjaya, Malaysia About location Cyberjaya is a well-planned township with no shortage of residences, restaurants, retail outlets and recreational facilities. Blending urban development with nature, Cyberjaya is rich with lush greenery, lakes and parks, making it ideal for work and play. The Maju Expressway (MEX) conveniently connects Cyberjaya to Kuala Lumpur city and the rest of the Klang valley, while the Dedicated Transport Services (DTS) provides reliable transportation for those commuting to and from Cyberjaya. Thirty minutes away from KL city centre, our Cyberjaya office is where you can experience the ultimate work-life balance.