• Competitive
  • Hong Kong
  • Permanent, Full time
  • Citi
  • 20 Jan 18

APAC - Delta One Equity Quant - Associate - Hong Kong

APAC - Delta One Equity Quant - Associate - Hong Kong

  • Primary Location: HK,Hong Kong,Hong Kong
  • Education: Bachelor's Degree
  • Job Function: Institutional Sales
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 17082715


  • Citi's Equity Division seeks a junior Equity Quant for its APAC Equity division. The candidate will be involved in all the equity businesses with a focus on Delta One to develop new models, algorithms and optimizers; and also help the business with their daily quantitative asks.
  • This candidate will contribute to the development of the modeling capabilities of the Delta One franchise, working within the APAC Equities derivative team but contributing on a global scale in increasing Citi market share in that line of business


  • The ideal candidate would have worked previously with trading desks to develop, manage and extend quantitative models for equity derivative pricing and hedging processes (1+ year, or equivalent relevant internship). He or she would have had an experience in maintaining and supporting production processes and in developing analytic libraries. Furthermore, the candidate needs to have "hands-on" programming experience with an object-oriented development platform preferably with C++
  • Good equity derivatives knowledge
  • Must have strong technology skills with a proven track record of implementing pricing models projects
  • Strong interpersonal and communication skills (verbal and written)
  • Team player
  • Ability to juggle multiple tasks and projects in a fast paced work environment
  • PhD/Master in Maths/Physics/Statistics or related subjects