Front Office Quantitative Analyst Front Office Quantitative Analyst …

Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 22 Nov 21
Negotiable
Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 22 Nov 21
Negotiable
A Tier 1 US Investment Bank is looking to bring on a strong Quant to their Equity Derivatives Team. Sitting alongside the Trading and Technology team, this individual will work on complex Equity Derivative models and also will support on trading signals/research. There will be exposure to strategy research, QIS, execution, and implementation of new pricing models on the Trading desk. This is a lean team looking for someone to wear multiple hats who has a strong interest in someone that has experience with Machine Learning/Trading Signal's particularly within Options Market Making/Delta One/ Warrants.

Job responsibilities include:

  • Quantitative research in equity systematic trading- Focusing on trading strategies across exotic, flow, warrant, and options MM
  • Develop and implement models to compute overhedges for options
  • Develop and implement a tool for hedging derivatives
  • Implement new pricers and maintaining existing ones for exotic trades


Job requirements include:

  • MS/PhD in STEM subject, Mathematics or Physics preferred
  • Strong C++ / Python skills
  • Academic or professional research experience
  • 2+ years of experience working as a desk quant

Desirable:

  • Options Market Making experience
  • KDB
  • Machine Learning experience
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