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Equity Derivatives/Hybrids Quantitative Analyst (Assoc)

Location
Hong Kong
Job Type
Permanent
Posted
8 Sep 2022

The primary aim of this team is to research and develop quantitative models for the Equity Derivatives/Hybrids business, as well as to ensure their compliance with internal policies and industry regulations. This involves:

Developing models for the pricing and risk management of equity derivatives, including investigating improvements to existing models

Implementing these models in our quant library

Writing model documentation compliant with internal and regulatory standards

Working with model control teams to facilitate timely and efficient review and approval of models

Liaising with business functions as well as other quantitative research and control teams.

Essential attributes

  • intern
  • Professional C++/Python development experience
  • Excellent analytical and problem-solving abilities
  • Outstanding academic record with a higher degree in a mathematical subject from a top-tier institution
  • Excellent written and oral communication
  • Thorough understanding of equity derivatives pricing theory and standard models

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Details

  • Job Reference: 707120567-2
  • Date Posted: 8 September 2022
  • Recruiter: Anson Mccade
  • Location: Hong Kong
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent