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Step into the Role as a Front Office Equity Derivatives Quant in Barclays Hong Kong. The role is embedded within the equity flow, exotic and QIS trading business. In this role you will engage in the Research and development of quantitative models for derivatives pricing and risk management, will support in the development and maintenance of C++ and Python analytical libraries with provision of expertise on quantitative methodologies and technological solutions.
Job Responsibility:
Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets
Working closely with sales teams to identify clients' needs and develop customised solutions
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Provide front office infrastructure support though ownership and maintenance of analytical libraries
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment
Requirements:
At least 2-5 years of experience working as a derivatives quant
Strong understanding of derivatives pricing theory (flow and exotic options)
Master’s degree in quantitative finance, or PhD in science / math / computer science / engineering
Advanced mathematics skills including stochastic calculus
Knowledge of C++ and Python
Nice to have:
Industry experience in developing in a C++ analytics library