Quantitative Analyst / Developer
The Job :
- Develop pricing models for plain vanilla and structured derivatives
- Work closely with trading and research team to build strategies for proprietary trading book
- Understand market dynamics and credit fundamental, and provide tools to visualize/identify opportunities.
- Provide support/tools for explaining PL and risk
Requirements :
- Degree holder in Statistics, Economics, Finance or relevant disciplines
- Good statistics background is a must. Fair understanding of probability theories, stochastic calculus and vanilla options pricing.
- programming experience in /C++/Python. (including Bloomberg API )
- Good understanding of Java and ability to program in Java
- Matlab , R experience is preferred; Experience with STATA is a plus
We provide attractive remuneration package and fringe benefits for the right candidate. Interested parties please send detailed resume with current and expected salaries toHuman Resources Department i) by mail: 22/F, Li Po Chun Chambers, 189 Des Voeux Road Central, HK; ii) by fax: 2537 5431; or iii) by e-mail: hrd@htisec.com.
Please quote the reference in the application.
All applications will be treated in strict confidence and personal data collected will be used for recruitment purpose only.
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