Quant Analsyt (AVP level)
Salary Very attractive
Location Hong Kong
Consultant Heather Granados
Date posted 11 July 201841 Connaught Road Central Hong Kong Robert Walters Hong Kong
Join a top-tier investment bank as a Quantitative Analyst as part of the Equity Exotics Trading Business in Asia. The role works closely with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank. The role will develop pricing and risk management models in the QA library, as well as provide quantitative analysis and advice regarding the usage of our models.
Be part of the Global Quantitative Analytics group and be responsible for research, development and implementation of quantitative models for the equity exotics options and quantitative investment strategies businesses. The team works closely with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank.
- PhD in Mathematics, Statistics, Engineering, Quantitative Finance or another quantitative field.
- Knowledge of financial mathematics and option pricing theory
- 1+ years of experience in a global financial services firm
- Experience coding in C++
- Experience with mathematical and/or statistical modelling.
- Good written and verbal communication and able to explain technical concepts to non-technical users
- Knowledge of additional languages such as Python
- Specific experience of equity option markets
If you are interested in this job description, please email firstname.lastname@example.org