Front Office Derivatives Modelling Quant - VP/D

  • Market related
  • Hong Kong
  • Contract, Full time
  • GQR Global Markets
  • 28 Nov 17 2017-11-28

A leading Investment Bank in Hong Kong & Singapore proactively looking to recruit a Front Office Quantitative Analyst. Those successful, will be developing & implementing derivative pricing models either equities, rates, fixed income, credit or FX across this desk alongside supporting the local trading desk.

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Flexible on asset class coverage
  • Enhancing the C++/Python pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • 3+ years of experience 
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.