Quantitative Research - Equity Derivatives

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Non-disclosed
  • 22 Apr 18 2018-04-22

A top-tier international bank is looking for a strong quant to join their team in Hong Kong to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the pricing & risk of their Equity Derivatives products.

Work with the Delta 1 desks, as well as technology and risk teams, to improve their risk & pricing workflow and implemented sophisticated tools & analytics accordingly. This requires enhancements to existing pricing models as much as the development of new models.  A strong technology team will work alongside the quant team.  

  • Advanced degree (Masters, PhD)  in math, sciences, engineering or computer science
  • Exceptional analytical, quantitative and problem-solving skills
  • Mastery of advanced mathematics arising in financial modeling (i.e. stochastic calculus, numerical analysis, probability theory, optimization / regression)
  • Strong software design and development skills, particularly in Python and C++
  • Financial knowledge of delta 1, equity derivatives, inventory management is a plus