If you have an aptitude for programming in an object orientated programming language [ie C++/ C#],
have very strong mathematical/logical skillsets [ie deterministic calculus, stochastic calculus, PDE, monte carlo simulation, time series analysis].
and an independent self learner with a strong desire to learn, do pm me, tq.

The candidate will be exposed to the world of derivatives, ie Black Scholes, vol surfaces etc, and the treasury platform which is widely used in the industry. The candidate will be guided/trained accordingly in an casual, informal, flat structure.
Nothing is learnt from simply buying and using black boxes, more is learnt implementing the models directly. Hence candidate is expected to implement his own derivative pricing libraries as and when required based on established literature.

For an example of what is quantitative finance , do refer to the wilmott forums:
http://wilmott.com/categories.cfm?catid=3

PS-Not really reflective of the current standard/practices in KL, but gives a fair idea.

Another sample primer article:
www.caam.rice.edu/~cox/stoch/dhigham.pdf


Fresh graduates are encouraged to apply.
Candidates with a background in theoretical physics, applied math, computer science, electrical engineering are preferred.

PS: Have tried the usual job agency route/headhunters, but candidates have not been up to par. So am considering this
alternative channel of recruitment as I am looking for the best candidate with the right attitude and aptitude.