Quantitative Analyst , Global Prime Services
Selby Jennings
Hong Kong, Hong Kong
4天前

Must haves :

  • PhD in Math, Physics, Engineering subjects or Masters in STEM with Finance major
  • Quantitative modelling skills, application of linear programming and Monte-Carlo methods for optimization
  • Mathematical finance skills in equities / derivatives
  • Programming skills one of the following : Python, C++, Java
  • Great communication skills
  • Good to have :

  • Experience in linear derivatives, synthetic products etc
  • Working with quant libraries in C++, OOP skills
  • China market knowledge and experience
  • Visas are provided! Apply now to join this exceptional team!

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