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My client is a leading International Investment Bank, currently seeking a Senior Quant Strategist to join their Equity Derivatives team in Hong Kong. The successful candidate will provide quantitative trading strategies to the team, applying in-depth analytical, mathematical modelling, and technology skills and expertise to optimise trading and investment opportunities.
Job Responsibility
Develop and implement Quant models and strategies to optimize trading decisions, pricing, and risk management across various financial products and markets
Work closely with sales teams to identify clients' needs and develop customised solutions and advise key stakeholders on functional and cross functional areas of impact and alignment
Conduct in-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Demonstrate leadership and accountability for managing risk and strengthening controls
Support front office infrastructure though ownership and maintenance of analytical libraries
Act as the SME for quantitative methodologies, technological advancements to drive innovation within the trading environment
Lead collaborative assignments, guiding team members accordingly to identify the need for the inclusion of other areas of specialisation to complete assignments
Requirements
Minimum Master’s degree in quantitative finance, ideally a PhD in a STEM discipline, with advanced Mathematical skills
5 - 8 years of experience working as a Quant Strategist, with solid experience coding quantitative scripts
Excellent Python and/or C++ skills
Strong capabilities in machine learning and data analysis
In-depth understanding of derivatives pricing theory (flow and exotic options)
Excellent communication and stakeholder management skills
A love for working in an open and collaborative environment