Quantitative Developer – Fixed Income – Tier one investment bank

  • Excellent compensation packages
  • Hong Kong
  • Permanent, Full time
  • BAH Partners
  • 17 May 19

Quantitative Developer – Fixed Income – Tier one investment bank

My client is a global tier one ibank with heavy presence in Asian. They are now actively looking for a quantitative developer to join their Credit team in Hong Kong.

This role would have heavy interaction with various business partners such as traders, risk managers, and quants. You will have a chance to work on green-field global projects on the bank’s core platform.

The ideal candidate should has solid development skills in Python with strong OO fundamentals, good modelling skills, good knowledge on Fixed Income products and strong communication skills.

Key duties:

  • Implement valuation models and fix valuation issues in the code. 
  • Analyze model, trade data, and market data to tie out the valuation difference between legacy valuation system and Quartz valuation. 
  • Resolve analytical issue regarding both End of Day and Intraday PV, Risk and PnL, raised by different users, including Front Office Traders, Market Risk Managers, Business Supervision Officers, Finance and Trade Control etc. 
  • Liaise with global counterparts on projects and issues that affect APAC region. 

Key Requirements 

  • Strong knowledge on Python, object oriented programing language e.g. C#, Java. 
  • Strong object-oriented concepts and experience in large-scale enterprise development. 
  • Strong problem solving skills. 
  • Good knowledge of Microsoft SQL Server, database programming. 
  • Good understanding on valuation of financial products, including risk sensitivities and PnL calculation. Knowledge of Fixed Income Credit and Loan Products preferred. 
  • Good quantitative background preferred

 

If you are interested in this position or would like to explore other opportunities within enterprise information technology, please send your detailed resume to Katie Huang at Katie.huang@bahpartners.com or call +852 2544 4200 for a confidential discussion.

BAH Partners is a top supplier of the best finance technology talent for most of Hong Kong's top-tier financial institutions.

For more opportunities, please visit our website at http://bahpartners.com/live-roles

or look at our other jobs listed here at http://www.efinancialcareers.hk/jobs-BAH_Partners.br00000340