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.
