Junior Quant – Equity Derivatives Structured Products – HK recruitment

Junior Quant – Equity Derivatives Structured Products – HKA leading Investment Bank is seeking a junior Quant for a role working on their busy Equity Derivatives desk in Hong Kong. The role will involve the development and implementation of Equity Derivatives models, covering both flow and exotic structured products. Applicants should have a PhD in maths or physics and should regard themselves as outstanding in either C++, Java or C# as a large part of the role will involve coding.No previous industry experience is required, though some experience in a front-office quant team would be a bonus.It Read more […]

May 17, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Junior Quant – Equity Derivatives Structured Products – HK recruitment

Analyst/Associate – Equity Delta 1 Trading Quant Analyst – HK recruitment

Broadly speaking, as a junior member of the team, daily activities will include building tools for automation, data analysis and cleaning and heavy coding (OO, C++/JAVA). You will be working in various areas including, systematic alpha, automation of the client facilitation process (internal crossing), execution algorithms (e.g. limit order books) and pricing and modeling for synthetic products. This role will be sitting with the traders and is highly commercial and business facing.Key Requirements: – Masters or PhD in Applied Mathematics, Physics, Statistics or Engineering- My client is looking Read more […]

May 6, 2012 • Tags: , , , , • Posted in: Financial • Comments Off on Analyst/Associate – Equity Delta 1 Trading Quant Analyst – HK recruitment

Desk Quantitative Analyst for Prime Brokerage business (VP) – HK recruitment

You will be in charge of pricing, modelling risk and analyzing revenues for the prime brokerage business in Hong Kong.You will be expected to:- Develop new pricing models in a fast-paced Front Office space- Develop new margin methodologies across all asset classes (equity, fixed income, credit, commodities, currencies)- Optimizing inventory across stock loan and margin lending book – Develop tools to optimize revenue and liquidity- Work with risk managers to bring a better understand of client portfolio risk profiles to the deskRequired qualifications:- Minimum of 4 years of work experience in Read more […]

March 2, 2012 • Tags: , , • Posted in: Financial • Comments Off on Desk Quantitative Analyst for Prime Brokerage business (VP) – HK recruitment

Quantitative Researcher for Top Tier I-Bank Prop desk – HK recruitment

You will be dealing with large data sets, data mining, data cleaning, building statistical robust models, applying to them to real-time data, testing them and making sure they have excellent predictive power. Requirements:- PhD or Post Doc in a technical discipline such as Statistics or Physics – Experience dealing with large datasets, building robust models with excellent predictive power- Extensive experience in research in a Post Doc, research institution or through several publications- Strong desire to move into Finance, particularly onto a Trading Desk. Read more […]

February 3, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Researcher for Top Tier I-Bank Prop desk – HK recruitment

FRONT OFFICE Interest ate Derivative Quant Required in HK recruitment

In this role, your daily responsibilities will include: – Lead the team in new product and model development initiatives – Develop new pricing and risk models for the Interest Rates business – Working with the traders to solve their questions ranging from pricing, assessing the risk – Provide support for all interest rate modelling issues Skills that are required: – PhD or an advanced MSc in Physics, Maths, Computer Science or another technical discipline – Substantial experience (5 up to 12 years) in modelling Interest Rate products within a financial institution would be ideal – Top class C++/VBA/JAVA/Excel Read more […]

January 6, 2012 • Tags: , • Posted in: Financial • Comments Off on FRONT OFFICE Interest ate Derivative Quant Required in HK recruitment

Equity Derivatives Quant Analyst recruitment

Front Office Quant Analytics GroupGlobal Investment Bank ESSENTIAL SKILLS EXPERIENCE:Exceptional academic background in a scientific field (PhD is advantageous)3-5yrs experience working as a front office quant in a leading financial institution (ideally equity derivatives)Good knowledge of Local vol model; Stochastic vol / Heston model; Local stochastic / hybrid vol model; exotic products (including multi barriers, range accrual, rainbow, accumulator, hybrids etc)Experience of Option Volatility Surface implementation, PDEs Monte Carlo simulationsExcellent programming skills in C++, C, Excel VBA Read more […]

November 21, 2011 • Tags: , • Posted in: Financial • Comments Off on Equity Derivatives Quant Analyst recruitment