Quantitative Analyst, Sell Side, Hong Kong
Position: Quantitative Analyst with around 2-4 years of experience within Fixed Income - ideally Credit, or alternatively Rates and/or Inflation, and/or Equity Derivative products You will be joining the Front Office Quantitative Analytics team in one of the largest top tier European Banks located in Hong Kong.
The team is responsible for pricing and risk managing a range of exotics and flow fixed income financial instruments to support a team of 12 traders. There is a large degree of financial and mathematical modeling involved in this role with a heavy focus on stochastic mathematics to price new and existing products for the desk.
The ideal candidate will possess the following:
- PhD in a Quantitative field - ideally the natural sciences versus engineering from a Top rated university
- Expert C++ -as you will be working with a C++ library, the ability to design and develop in C++ is mandatory.
- Strong stochastic calculus and mathematics with existing experience pricing complex derivatives in the credit and/or equities space
- Good communication skills and the ability to speak the same 'language' as the traders
- Keen interest to relocate to Hong Kong
The ideal start date will be June 2013 so if you are interested to hear more about this position then please upload your CV online in Word format and we'll be in touch.
Huxley Associates, a trading division of SThree Pte Limited (Registration Number: 200720126E | Licence Number 09C5506)
To find out more about Huxley Associates please visit www.huxley.com
Leave a Reply
You must be logged in to post a comment.