Job/Group Overview:
The Equity Quants Research team is responsible for the development of a model library which provides analytics for all equity businesses globally, equity derivatives in particular. The team is global and its members have mixed background mainly former Ph D in Mathematics, Physics, Computer Science and Financial Engineering from top universities.

We are looking for a new recruit with a solid competency in Computer Science. The ideal profile is a Ph.D. (or a really strong Master) with special focus on logic, semantics of programming language and algorithmic, and not Artificial Intelligence nor Machine Learning. The candidate should be highly motivated, passionate by technology, highly ambitious, eager to learn and have an impact.

Responsibilities:
The individual is expected to take an active part in the upgrade of the model library regarding its infrastructure/ecosystem and its core components using state of the art / latest technologies. The individual will also be provided with opportunities to develop financial products such as Quantitative Index Strategies (QIS) and be involved in some aspects of financial modelling.

Requirements :

Mandatory

※JSDA (Japan Securities Dealers Association) Sales Representative Qualification Class 1 （If not, you are required to get one）