Desk Quantitative Analyst for Prime Brokerage business (VP) – HK recruitment
You will be in charge of pricing, modelling risk and analyzing revenues for the prime brokerage business in Hong Kong.
You will be expected to:
- Develop new pricing models in a fast-paced Front Office space
- Develop new margin methodologies across all asset classes (equity, fixed income, credit, commodities, currencies)
- Optimizing inventory across stock loan and margin lending book
- Develop tools to optimize revenue and liquidity
- Work with risk managers to bring a better understand of client portfolio risk profiles to the desk
Required qualifications:
- Minimum of 4 years of work experience in a similar Front Office environment
- PhD or Masters in a technical degree such as Engineering, Physics or Mathematics
- Experience in programming in object-oriented languages such as C++ or JAVA
- Excellent understanding and experience in stochastic modelling, signal processing, machine learning or econometrics
Take this opportunity and apply to take on a lead role in the region, supporting a Global Quant team and an Asian Prime Brokerage business in a challenging Front Office environment in Hong Kong.