Quantitative Analys – Risk & Trading recruitment
Proprietary Trading - Quantitative Risk
Asia Pacific - Hong Kong Location
Global Position - Managing US and Asia Pacific
Competitive Salary Package + Bonus Incentives
Asia Pacific is fast becoming an integral center for financial markets, attracting quantitative research and sophisticated trading technologies previously based in London and New York. Recent changes in the market have seen Singapore, Hong Kong and Shanghai take center stage with increase demand of quantitative analysts, especially those working in proprietary trading, equity derivatives and volatility strategies.
With an outstanding presence in the Asia Pacific, my client is a renowned proprietary trading firm with an impressive quantitative trading team that expands to Chicago, Chengdu and Sydney. Due to massive expansion in Asia Pacific they are seeking a senior quantitative analyst to assume control of the quantitative and risk functions for the traders in a global capacity.
The crux of this role will be made up of quantitative analytics in which the candidate will be responsible for the,
- provision of modeling and methodological advice to risk managers and traders in Sydney, Hong Kong and Chicago.
- develop new pricing tools and pricing algorithms for the trading desks
- develop and maintain existing risk functions such as Greeks, pricing sensitivities, risk profiles
- monitor the risk positions and impose risk limits on the traders where necessary and liaise with senior stakeholders in risk and trading
Applicants must have at least 3 years experience as a quantitative analyst in front office or risk with a high aptitude to work in a demanding and highly driven environment that is trading. Candidates must also have demonstrated experience in quantitative risk modeling such as interpolation, yield curve, PCA volatility, Greeks pricing and skew analysis.
To apply for this position, hit the APPLY button below or contact Maria Skarveli at BlackOcean Recruitment on +61 (02) 9230 0473 for a confidential discussion.