Hong Kong | PhD: Front Office FX + IR Quant recruitment

This Front Office Quant team one of the most well known teams globally and are run by a world renowned MD. This investment bank is a market leader globally and has been growing aggressively in Hong Kong. This is a top tier American Investment bank with an outstanding reputation of producing the most high calibre models in the FX and IR exotics derivatives. The opportunity to work and learn in this team in the most escalating market in the world is truly unsurpassed.

Type of Profile needed:

• PhD in ideally Engineering, Maths, Physics, Applied Maths, Finance tec.

• Candidates need to come from top schools globally I.e. Caltech, Harvard, MIT, Princeton, Stanford, Yale, Oxford, Imperial, Cambridge, Fudan etc.

• Candidates need to be serious about being based in Hong Kong at a Tier 1 American Investment bank

• Excellent understanding of quantitative models and the underlying maths and derivatives

• C++ needs to be outstanding as this is a front office position requiring candidates to design models with traders and implement the models into the analytics library

• Strong communication skills as you will be working alongside traders daily to support the FX and IR Trading desk and working alongside other front office teams

• Candidates need to be PhDs soon to graduate, PhD graduates or front office quants with a max. of 2 years experience working with traders

To apply for this exceptional position you will need to have an excellent technical skill set and be able to take on this challenging role from day one. If you are interested in working at a top IB in the most actively growing market globally, then please contact us by submitting your CV in word format to quantexotic@selbyjennings.com (PLEASE ENTITLE THE EMAIL: “PHD – HK”)