Quantitative Analyst (Prime) - Investment Bank Quantitative Analyst (Prime) - Investment Bank …

Aptitude Asia
new

in Hong Kong
Permanent, Full time
Last application, 08 Oct 21
Excellent
Aptitude Asia
new

in Hong Kong
Permanent, Full time
Last application, 08 Oct 21
Excellent
Posted by:
Donna Kwan • Recruiter
Posted by:
Donna Kwan
Recruiter
Our client, a top-tier investment bank, is hiring an Quantitative Analyst to develop and maintain sophisticated mathematical models and cutting-edge methodologies to further enhance their business on Equity Financing desk.

Job Responsibilities

  • Develop and enhance mathematical models for Equity Financing business in Prime desk
  • Evaluate quantitative methodologies, back-test, and simulate quantitative models
  • Work closely with traders, explain the quantitative models to business, enhance models, improve efficiency and decision making of the desk 
  • D1 optimization, inventory optimazation
  • Perform statistical analysis in specific market behavior to enhance risk managment 
  • Design and develop software for tacitical analytics 
  • Lisise with IT teams to deliver solutions to end users 

​Job Requirements

  • Masters or PhD in Mathematics, Statistics, Econometircs, Financial Engineering, or Computer Science
  • 2+ years experiences in financial industry
  • Strong programming skills in object oriented languages, Python, C++ or Java
  • Knowlegde in pricing of D1 
  • Knowlegd in repo, stock borrowing loans, margin loans
  • Knowledge of monte-carlo method, linear programming, Asian market microstructure 
  • Deep dive into problems, analytical minded, great communication skills
  • Non-prime experiences are welcome 

If you are interested, please send your CV to Donna (donna@aptitudeasia.com). 

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