Selby Jennings - Hong Kong


  • Develop, operate and support infrastructure software and tools for pricing and risk computation.
  • Develop and integrate technologies such as messaging protocols and products.
  • Design and implement automation strategies for our computation tasks.
  • Deliver robust, high performance software.
  • Work closely with FM traders and quantitative developers.
  • Contribute to the design and implementation of the bank's Live Risks project.

Qualifications of an Ideal Candidate

  • Formal education in Computer Science, Master degree or higher is preferred.
  • Experience with functional programming in Haskell.
  • Experience with C++ is a plus.
  • Experience with concurrency, networking, OS, system-level tools and concepts is a plus.
  • Solid computer science knowledge (algorithms, data structures, complexity, concurrency/parallelism)