Front Office FX Options Quant (VP), Hong Kong Front Office FX Options Quant (VP), Hong Kong …

Millar Associates
à Hong Kong
CDI, Plein-temps
Dernière candidature, 17 mai 21
HKD Excellent Salary Package (Low-tax Hong Kong)
Millar Associates
à Hong Kong
CDI, Plein-temps
Dernière candidature, 17 mai 21
HKD Excellent Salary Package (Low-tax Hong Kong)
Diffusée par:
Craig Millar • Recruiter
Diffusée par:
Craig Millar
Recruiter
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 and linear 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 RESPONSIBILITIES:

  • 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 & 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, energetic, rigorous and team-oriented
  • Master Degree or PhD in Financial Mathematics, Engineering, Physics, etc.
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