NM FinTech LTD., a financial technology company, is now seeking candidates to develop computation systems and software in Hong Kong.
Interested candidates should have a background in financial mathematics, stochastic process, optimization, statistics, differential equation and signal processing, but we will consider candidates with strong background in related fields, such as physics, industrial engineering, operations research and computer sciences.
Successful candidates will contribute towards the research, design, testing and implementation of financial algorithms and models. They will get experience to solve real world modeling problems, such as those in trading, wealth management and risk management. This is an opportunity to receive first hand guidance from experts in the field as well as being exposed to the work of seasoned colleagues. As some of our teammates are from the investment world, this will be an excellent opportunity for those who want to build their career in quantitative trading.
The candidates should have a degree in a quantitative field such as applied mathematics, quantitative finance, statistics, operations research and signal processing from the leading institutions, be familiar with Matlab and/or R, have some programming experience in Java/C#/C++/C, but not required. During interviews, candidates are expected to show fair understanding of their fields and explain their thesis topics. There will also be brain teaser type questions.
At the moment, we are giving priority to those who specialize in optimization, stochastic control, operations research, statistics and regression models.