Financial Engineer

  • Competitive package
  • Hong Kong Hong Kong Hong Kong HK
  • Temporary, Full time
  • Ortec Finance AG
  • 13 Apr 18 2018-04-13

We are looking for a Financial Engineer for our office at Hong Kong Science Park. You will join a small but dedicated team, as part of a large successful international company operating in the financial service industry. The emphasis of the position is on research & development for existing financial applications in the field of risk neutral & real world models.

As a successful candidate you have thorough understanding of risk neutral models and possess excellent programming skills. You are a driven team-player who has the ability to work independently. Furthermore, you love working in a small and tightly-knit office environment and enjoy the ability to interact with the researchers at the head office in the Netherlands or the other international offices.

Responsibilities


As a Financial Engineer joining our group, you will be exposed to a wide range of research topics, please find a number of topics here below.

  • Credit modeling and calibration
  • FX modeling and calibration
  • Inflation calibration
  • Understand the option data availability of relevant regions and variables
  • Understand the calibration engine and workflow
  • Propose extensions of calibration reports
  • Investigate feasibility of calibration of correlations, and proposal of how this can be incorporated in existing calibration framework

Education, Experience and Skills

  • At least graduated with an engineering background.
  • Background knowledge in risk neutral models, stochastic differential equations, calibration to option market data and Monte Carlo simulation
  • Intermediate / advanced programming skills in Python and SQL is required and skills in R and C# are preferred
  • Enjoy working in a small office environment
  • Fluent in written and spoken English

What we do offer?

We offer you: 

  • A challenging and rewarding role in an inspirational global business
  • Opportunities for personal and professional career development
  • Great working environment and Excellent Remuneration
  • Be part of an industry leading global team, renowned for excellence
  • Opportunity for interaction with many business units including researchers, developers, sales as well as senior members of the firm

Ortec Finance
Since 1981 Ortec Finance has been successfully delivering technology and consultancy in the field of risk and return management, in the last decade increasingly on a global scale. Ortec Finance supports pension funds, insurers, asset managers, financial planners, housing associations and municipalities, among others, in making optimal financial decisions and monitoring the results thereof. We integrate our in-depth knowledge in our software models and combine these with professional consultancy services. Ortec Finance remains innovative due to its close ties with the academic world, supervisory agencies and professionals. Our main offices are located in Amsterdam and Rotterdam, with international satellite offices in the United Kingdom, Switzerland, Canada and Hong Kong. We just recently opened our office in Hong Kong to support our growing client base in Asia. In Asia a number of large prestigious pension funds as Life Insurance Companies already uses our sophisticated software solutions and professional expertise.

See www.ortec-finance.com for more information.

More information or to apply?
For more information regarding this position please contact Jo Joe Tang +852 2477 9288

By applying for this role, you expressly consent to the collection, use and disclosure of your personal data by Ortec Finance Asia Limited and other entities within the Ortec Finance group of companies, including entities in other jurisdictions.  Your personal data will only be used for the purposes of recruiting for this role, but may be stored by the company to assess suitability for other relevant roles.