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

Aptitude Asia
in Hong Kong
Permanent, Full time
Last application, 22 Nov 21
Excellent
Aptitude Asia
in Hong Kong
Permanent, Full time
Last application, 22 Nov 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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