Front Office FX Options Quant, Hong Kong (VP)

  • HKD Excellent Salary Package (Low-tax Hong Kong)
  • Hong Kong
  • Permanent, Full time
  • Millar Associates
  • 19 Jan 18 2018-01-19

The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge derivatives & hybrid products. In Hong Kong, the team supports the local Non-linear & vanilla trading desks developing & implementing models for FX, Credit, Rates & Equity and have an opening for an experienced FX Options Quant with 3 to 5 years experience.

KEY RESPONSIBILITES:

  • Support the FX Options & other Cross-asset trading desks
  • Develop, implement models and test models developed by QR team in London
  • Sit with exotics traders, understand their problems and provide solutions
  • Implement models into the common C++ Library, FO booking system
  • Comply with regulatory requirements at both head office and Hong Kong local policies

KEY SKILLS AND EXPERIENCE:

  • 3 to 5 years' experience as a Quant (FX Options or structured rates / credit products)
  • Strong C++ and good experience of a managed Pricing library
  • Fluent in English
  • Strong communication and interpersonal skills
  • Master Degree or PhD in Financial Mathematics, Engineering, Physics, etc.