Quantitative Researcher - Associate / VP - World Leading Investment Bank - US $300,000 equiv. TC

  • USD 300,000 equiv.
  • Hong Kong Hong Kong Hong Kong HK
  • CDI, Plein-temps
  • Jove International
  • 20 juin 18 2018-06-20

My client is one of the most highly reputable investment banks on the street. As a member of a world leading business unit you will be part of the Flow Volatility Equities Strats team. The job involves automating manual workflows, quantitative analysis of risk and flow, modelling and on-exchange algorithmic trading.

 

My client is looking for applicants that would be driven by a unique and creative opportunity in Hong Kong to shape projects and drive them forward. This is an opportunity to join a closely business aligned front office group with one of the most prestigious investment banks on the street.

This is an exceptionally talented ambitious team with a passion for the markets, with individuals who thrive in a fast-paced dynamic environment. A knowledge of the financial markets and products, and a passion for working with them is essential - experience working with derivatives is highly advantageous

You will be working on a variety of interesting and highly complex quantitative challenges relating to real world problems. This team is very closely business aligned with a significant commercial element, and the opportunity to influence the bank's PnL.

 

Responsibilities

  • Automated pricing and workflows: pro-actively automate manual workflows with particular focus on pricing automation, and business metrics.
  •  Modelling and prediction of pricing inputs, design of workflow and automation tools to mark these inputs.
  •  Systematic and quantitative analysis of risk and flow of the franchise, driving business decision and the design of our platform.
  •  On-exchange algorithmic trading: design and optimization of derivatives market taking and market making trading algorithms

 

Desired skills and experience     

  • Exceptional academics from a leading university, PhD or Master's in highly quantitative discipline
  • Strong analytical and problem solving skills
  • Experience of object orientated design, implementation of optimisation algorithms and working in different programming languages
  • Understanding of market dynamics and conventions, and derivatives behaviour and specifications
  • An understanding of financial markets or Prime Brokerage business would be beneficial
  • Prior experience working in a quantitative position in an Investment Bank or Fund 

This role is to sit in Hong Kong, it is open to candidates currently in HK, or who are looking to relocate. 

If interested, please send your CV to e.wild@joveinternational.com to be considered or to arrange a call to discuss further. 

I look forward to hearing from you.