Job ref no.: CT3114388-01#8583

Quant Analsyt (AVP level)

Robert Walters

Join a top-tier investment bank as a Quantitative Analyst as part of the Equity Exotics Trading Business in Asia. The role works closely with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank. The role will develop pricing and risk management models in the QA library, as well as provide quantitative analysis and advice regarding the usage of our models.

Be part of the Global Quantitative Analytics group and be responsible for research, development and implementation of quantitative models for the equity exotics options and quantitative investment strategies businesses. The team works closely with the trading desk to provide cutting-edge valuation and risk management solutions, and with IT to build strategic technology platforms for the bank.

Essential Skills

  • PhD in Mathematics, Statistics, Engineering, Quantitative Finance or another quantitative field.
  • Knowledge of financial mathematics and option pricing theory
  • 1+ years of experience in a global financial services firm
  • Experience coding in C++
  • Experience with mathematical and/or statistical modelling.
  • Good written and verbal communication and able to explain technical concepts to non-technical users

Desirable Skills

  • Knowledge of additional languages such as Python
  • Specific experience of equity option markets

Get in touch

Heather Granados

+852 2103 5368

Interested parties please click Apply Now to apply job

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More job information
Job ref no. CT3114388-01#8583
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 1 year - 6 years
Career Level
  • Senior management level
Education
  • Degree