Quantitative Analytics - Director - PhD Quantitative Analytics - Director - PhD …

Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 15 Sep 21
Negotiable
Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 15 Sep 21
Negotiable
Our client, a leading International Investment Bank, is looking to hire a Director level, Quantitative Analyst, for their Modelling & Analytics Group. This hire will be instrumental for the team's growth plans in the equity derivatives space; acting as the go-to person in their Hong Kong office, you will work closely with their traders and be responsible for model development activities and analytics optimisation.

Our client, a leading International Investment Bank, is looking to hire a Director level, Quantitative Analyst, for their Modelling & Analytics Group. This hire will be instrumental for the team's growth plans in the equity derivatives space; as the go-to person in their Hong Kong office, you will work closely with their traders and be responsible for model development activities and analytics optimisation.

Responsibilities:

  • Design and develop models for the pricing and risk management of equity derivatives products
  • Perform core mathematical model development and model implementation in C++ and Python
  • Optimisation of existing analytics framework
  • Work closely with traders, structurers and other modellers to execute product development plans

Requirements:

  • MS/PhD in STEM subjects, Mathematics or Physics preferred
  • Strong C++ skills (Python as an additional)
  • 5+ years of experience in front office modelling
  • Strong understanding of equity derivatives/stochastic models
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