Delta One Quant Strategist (VP) – Top-tier Investment Bank recruitment
Responsibilities Requirements:
• Working closely with Head of Delta1 on daily basis
• Responsible for asset allocation, strategy development testing, and risk modeling
• Ensuring the quality of the underlying quantitative equity index data and develop, generate and streamline regular reports
• Understanding the recent developments in price return, risk modeling, portfolio optimization and statistical estimation techniques
• A PhD level education or Master in Mathematical Finance, Physics, Mathematics, Engineering or related field
• Min.5 years relevant experience in an investment bank/financial institution
• Strong in econometrics and statistics
• Advanced knowledge in Equity Derivatives products
• Excellent Java and Maltlab programming skills
• Excellent communication and interpersonal skills
To apply, please send your CV to kerry@aptitudeasia.com and anson@aptitudeasia.com