Associate Level | Front Office Equity Quant | Hong Kong based recruitment
An internationally leading US Investment Bank is set to storm the trading market, and is now preparing to expand its Quantitative teams in Hong Kong. The candidate will be working with some of the most highly respected Quants in the market, working at the cutting edge of quantitative finance in one of the most sought after Equity Quant teams in the country. This team will offer the junior candidate innovative training and a unique experience working in some of their most confidential projects.
Responsibilities:
-Supporting the senior traders on the desk, clarifying model performance and results to traders.
-Develop pricing tools for the team.
-Identifying potential sources of risk and conduct scenario analysis.
-Developing and creating new models.
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.
-Reporting directly to the Managing Director, who is very well known internationally in the market.
Skills, experience and education:
-PhD in Mathematics/Financial Engineering/Physics or other related subject. Those from a top University will be at an advantage.
-Candidates with internship experience or some experience working in a Equity team is desired.
-Knowledge in programming languages such as C++, VBA, Matlab, Latex.
-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.
This bank has an exceptional team with exceptional opportunities. The successful candidate will be paid extraordinarily well.
To apply please contact quantexotic@selbyjennings.com with CV in word format.
www.selbyjennings.com
+ 44 (0) 207 019 4137
Keywords:
Front Office; PhD; Derivatives; Equity; Exotics; Vanilla; C++; Hong Kong; Asia; Traders; Trading