Our client, a leading International Investment Bank, is looking to hire a Director level, Quantitative Analyst, for their Modelling & Analytics Group. This hire will be instrumental for the team's growth plans in the equity derivatives space; as the go-to person in their Hong Kong office, you will work closely with their traders and be responsible for model development activities and analytics optimisation.
Responsibilities:
- Design and develop models for the pricing and risk management of equity derivatives products
- Perform core mathematical model development and model implementation in C++ and Python
- Optimisation of existing analytics framework
- Work closely with traders, structurers and other modellers to execute product development plans
Requirements:
- MS/PhD in STEM subjects, Mathematics or Physics preferred
- Strong C++ skills (Python as an additional)
- 5+ years of experience in front office modelling
- Strong understanding of equity derivatives/stochastic models