Senior Quantitative Analyst- Exotic Equities & Hybrids derivatives team
JOB DESCRIPTION
A Tier One investment bank in Hong Kong is looking to hire an experienced equities quant (Senior associate- VP level) to join their exotic equities hybrid’s team covering equities, commodities, FX rate products. Said candidates will liaise closely with trading structuring divisions on the risk management of complex multi-asset trades whilst modelling on FVA, CVA DVA. Local based quants or those with strong relationships to China are most preferable.
Location: Hong Kong, China
The role:
- Detailed review of front office pricing models
- Developing and implementing exotic equity derivatives pricing models
- Chance to work on a variety of complex models
- Working entirely in their Front Office alongside quant’s trade specialists
- Support traders, research strategies and quantitative ideologies to a large degree
- Modelling of CVA, DVA FVA models
- Working on equity hybrid baskets covering commodities, rates FX
- Liaising closely with both quant’s and traders
Requirements:
- 5years+ experience within an equities front office quant sphere
- An excellent quantitative PhD/MSc from a top school in highly quantitative subject, Physics, Mathematics, Financial Engineering, Quantitative Finance
- Strong communicative skills
- Experience with C++, C#, JAVA, VBA, Matlab are of preference
- Confidence with a strong numerative background
- Highly ambitious
- Real desire to break into the quantitative analytics world
In Return:
- A huge opportunity to attain significant progression within the quant analytics sphere
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join an exceptional quant team of likeminded talents
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pay extremely well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Excellent opportunity for aspiring junior quant’s following an impressive PhD or Masters study
- Relocation allowance for overseas quant’s
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: quantitative analytics, quantitative pricing, quant development, strategist, strats, quant pricing group, quantitative derivatives modeling, global analytics library, C++, Java, Python, exotic, equities, physics, mathematics, quantitative finance, mathematical modeling, Asia, APAC, Asian, Hong Kong, China
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