Quantitative Analytics - Director - PhD
Selby Jennings
Hong Kong, Hong Kong

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
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