CrawlJobs Logo
Crédit Agricole Logo Crédit Agricole · Finance

Quantitative Analyst

Hong Kong, Hong Kong · Job Posted January 23, 2026
Apply Position
Job Link Share

Job Description

Provide a quantitative research function for the activities of the Fixed Income Non Linear, with a special focus on FX business. Quantitative Research involves defining and implementing mathematical pricing models for both well established products to improve pricing and risk management, and for new products to enhance the range offered by the bank. Ensure correct and robust implementation of the models within the relevant bank’s systems, including dealing correctly with all aspects of the trade providing relevant risk measures to the system.

Job Responsibility

  • Develop code inside C++ analytics library for pricing new products and developing new pricing models
  • Work with the Quant development team to ensure correct implementation of pricing library functionalities in FOX
  • Work with the IT department to ensure correct implementation of pricing library functionalities in OT
  • Ensure the coordination for the FINL quantitative topics in London setup
  • Ensure that models are adequate for both pricing and hedging transactions
  • Document and explain models to the risk department
  • Implement models for use in the risk management systems and front office pricing system
  • Assist the trading team in pricing and assessing the risk of complex transactions
  • Assist the back office and other bank support functions
  • Train and present on products and tools developed
  • Research and back-test models / strategies using historical data
  • Support pricing tools and the risk management system from a quantitative point of view

Requirements

  • Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
  • Master Degree in a Mathematical subject
  • 3-5 years experience
  • Experience in implementing option pricing models
  • Experience in developing C++ code for pricing financial products
  • Experience in working in FX options market
  • Able to explain complex ideas in a clear and coherent manner
  • Able to work in a team
  • Self-driven with a strong desire to meet deadlines
  • Integrity
  • Innovative ideas
  • Knowledge of stochastic calculus, probability theory
  • Knowledge of various option pricing models
  • Ability to program pricing algorithms in C++
  • Knowledge of source control systems
  • Specific knowledge of the foreign exchange market
  • Understanding of risk management systems
Crédit Agricole - All Job Offers

Looking for more opportunities?

Search for other job offers that match your skills and interests.

Suggested Tags: Frontend Developer Secretary Talent Manager Salesforce Administrator Data Analyst
Similar Jobs for

Quantitative Analyst

8 matching positions

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...
Location
Location
Hungary , Budapest
Salary
Salary:
14750000.00 - 19200000.00 HUF / Year
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Excellent verbal and written English
  • PhD / MSc in Mathematics, Physics, Computer Science, Engineering or similar
  • Previous experience working with quantitative models
  • Understanding of financial markets theory and practice
  • Good command of C++ programming language
  • Ability to work in a team and to work well under pressure in a Front-Office environment
  • Outstanding analytical and problem-solving skills
Job Responsibility
Job Responsibility
  • Contribute to the development of next-generation pricing models for complex, exotic derivatives and craft high-impact hedging & trading strategies
  • Architect, develop, and maintain our in-house C++ quantitative libraries
  • Drive innovation by pioneering new technologies, advanced algorithms, and cutting-edge numerical techniques to expand our quantitative capabilities
  • Significantly enhance the efficiency, speed, and scalability of our analytical libraries, directly impacting trading performance
  • Partner closely with Quantitative Developer and IT teams to seamlessly integrate sophisticated analytical libraries into our core systems
  • Leverage advanced data analytics to extract actionable insights from market data, informing model enhancements and trading decisions
What we offer
What we offer
  • Cafeteria Program
  • Home Office Allowance (for colleagues working in hybrid work models)
  • Paid Parental Leave Program (maternity and paternity leave)
  • Private Medical Care Program and onsite medical rooms at our offices
  • Pension Plan Contribution to voluntary pension fund
  • Group Life Insurance
  • Employee Assistance Program
  • Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
  • Flexible work arrangements to support you in managing work - life balance
  • Career progression opportunities across geographies and business lines
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

Join us at Barclays as a Quantitative Analyst dedicated specifically to the Equi...
Location
Location
Czechia , Prague
Salary
Salary:
Not provided
barclays.co.uk Logo
Barclays
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • A master's degree or equivalent in Financial/Applied Mathematics, Physics, Engineering
  • Good knowledge about probability theory, calculus, stochastic process
  • Strong technical skills in C++ and Python
  • Ability to work independently and manage multiple projects in a fast-paced environment
  • Ability to explain complex ideas in a clear and coherent manner
Job Responsibility
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
What we offer
What we offer
  • Flexible working arrangements
  • Hybrid working
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...
Location
Location
Hungary , Budapest
Salary
Salary:
14750000.00 - 19200000.00 HUF / Year
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Excellent verbal and written English
  • PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
  • Previous experience working with quantitative models is an advantage
  • Understanding of financial markets theory and practice
  • Good command of Python programming language
  • C++ is an advantage
  • Ability to work in a team and to work well under pressure in a Front Office environment
  • Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy
Job Responsibility
Job Responsibility
  • Build and develop pricing models, hedging and trading strategies
  • Develop and maintain the in-house C++ and Python pricing libraries
  • Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
  • Contribute to the general efficiency improvement and optimization of the analytical libraries
  • Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
  • Communicate across various divisions e.g. Trading, Technology and Risk Management
  • Collaborate with Quant Developer and IT teams to integrate analytic libraries
What we offer
What we offer
  • Cafeteria Program
  • Home Office Allowance (for colleagues working in hybrid work models)
  • Paid Parental Leave Program (maternity and paternity leave)
  • Private Medical Care Program and onsite medical rooms at our offices
  • Pension Plan Contribution to voluntary pension fund
  • Group Life Insurance
  • Employee Assistance Program
  • Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
  • Flexible work arrangements to support you in managing work - life balance
  • Career progression opportunities across geographies and business lines
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

Quantitative Analyst(New York, NY) Work closely with cross-functional teams, inc...
Location
Location
United States , New York
Salary
Salary:
96366.00 - 100000.00 USD / Year
nytimes.com Logo
The New York Times
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Derivatives / Swaps
Job Responsibility
Job Responsibility
  • Work closely with cross-functional teams, including front office and risk management users to gather, analyze and document requirements for reviewing and analyzing derivative models for pricing and risk management
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

Barclays Services Corp. seeks Quantitative Analyst AVP in New York, NY (multiple...
Location
Location
United States , New York
Salary
Salary:
Not provided
barclays.co.uk Logo
Barclays
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Bachelor's degree or foreign equivalent in Finance, Accounting, Economics, Computer Science, Engineering (any), Mathematics, Physics, or a related field
  • 5 years of post-baccalaureate experience in the job offered or as a Data Scientist, Financial Analyst, Quantitative Analyst, or related occupation
  • Experience with financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM), and Fundamental Review of the Trading Book (FRTB)
  • Experience with Securitized Products
  • Experience in theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of financial market data
  • Experience in numerical implementations of analytical financial modules and models
  • Experience providing support for in-use financial risk applications and models
Job Responsibility
Job Responsibility
  • Coordinate the development and maintenance of financial regulatory and internal financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM) and Fundamental Review of the Trading Book (FRTB) with a particular focus on Securitized Products
  • Providing insights and expertise that help senior colleagues make informed decisions, develop new products and services, and identify new market opportunities
  • Perform theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of relevant financial market data
  • Provide numerical implementations of analytical financial modules, models, and methodology documentation
  • Provide support for in-use financial risk applications and models
  • Provide financial analytical support to the Risk Managers
  • May telecommute pursuant to company policies
What we offer
What we offer
  • Incentives pursuant to Barclays Employee Referral Program
  • Wellness center
  • Fitness centres
  • Health center
  • Primary and urgent care
  • Wellness exams
  • Health coaching
  • Vaccinations
  • Sophisticated dining options
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...
Location
Location
Hungary , Budapest
Salary
Salary:
14750000.00 - 19200000.00 Ft / Year
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Excellent verbal and written English
  • PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
  • Previous experience working with quantitative models is an advantage
  • Understanding of financial markets theory and practice
  • Good command of Python programming language
  • C++ is an advantage
  • Ability to work in a team and to work well under pressure in a Front Office environment
  • Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy
Job Responsibility
Job Responsibility
  • Build and develop pricing models, hedging and trading strategies
  • Develop and maintain the in-house C++ and Python pricing libraries
  • Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
  • Contribute to the general efficiency improvement and optimization of the analytical libraries
  • Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes. Communicate across various divisions e.g. Trading, Technology and Risk Management
  • Collaborate with Quant Developer and IT teams to integrate analytic libraries
What we offer
What we offer
  • Cafeteria Program
  • Home Office Allowance (for colleagues working in hybrid work models)
  • Paid Parental Leave Program (maternity and paternity leave)
  • Private Medical Care Program and onsite medical rooms at our offices
  • Pension Plan Contribution to voluntary pension fund
  • Group Life Insurance
  • Employee Assistance Program
  • Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
  • Flexible work arrangements to support you in managing work - life balance
  • Career progression opportunities across geographies and business lines
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New...
Location
Location
United States , New York
Salary
Salary:
160000.00 - 175000.00 USD / Year
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Master’s degree, or foreign equivalent, in Mathematics, Computer Science, Operations Research and Information Engineering, Financial Engineering, or related field
  • 2 years of experience as a Quantitative Analysis Program Analyst, or related position involving quantitative model development and risk management support in a global financial services institution
  • Using mathematical methods, including advanced calculus, statistics, probability and stochastic processes, in security pricing and financial modeling projects
  • Applying numerical analysis techniques to perform fast calculations on large datasets
  • Software development in Python and C++
  • Maintaining and implementing high performance time series analysis and processing tools using C++
  • Functional programming and objected oriented programming
  • Producing models and analytics using machine learning methods
  • Big data management including cleaning, storage and delivery of large unstructured datasets and creating and maintaining databases and pipelines
  • Fixed income and derivative securities pricing across multiple asset classes
Job Responsibility
Job Responsibility
  • Develop analytical libraries used for pricing, hedging, liquidity management and risk management
  • Create, implement and support quantitative models for the trading business
  • Develop optimization tools for constructing interest rate curves and computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads
  • Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization
  • Carry out post-trade analyses on rebalancing and risk management methodologies
  • Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities
  • Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable
  • Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data
  • Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records
  • Generate real-time alerts and reports to support the sales and trading business
What we offer
What we offer
  • medical, dental & vision coverage
  • 401(k)
  • life, accident, and disability insurance
  • wellness programs
  • paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
  • discretionary and formulaic incentive and retention awards
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

At World Business Lenders (WBL), we offer flexible, short-term commercial loans ...
Location
Location
United States
Salary
Salary:
Not provided
wbl.com Logo
World Business Lenders
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • A bachelor's degree with a foundation in quantitative and analytical skills, preferably in fields such as Applied Mathematics, Physics, Engineering (preferably in Statistical, Aerospace, Finance), Statistics, Capital Markets or Corporate Finance
  • Experience in quantitative research roles, especially across Capital Markets, Investment Management, and Trading
  • Hands-on experience in building and validating statistical, econometric, or predictive models
  • Proficient in handling large data sets, working with simulation models, and utilizing forecasting tools
  • A background in research-driven environments that focus on statistical theory, model design, and analytical experimentation
  • Strong analytical reasoning paired with structured problem-solving skills
  • Experience with correlative regression and theoretical regression techniques
  • A critical thinker who pays close attention to detail and numerical accuracy
  • High learning agility along with the ability to independently direct technical research
  • Excellent communication skills in English, both written and verbal
Job Responsibility
Job Responsibility
  • Design, create, and maintain statistical and quantitative models that improve lending strategies, risk management, pricing, and portfolio approaches
  • Perform comprehensive statistical research to uncover valuable insights into borrower behavior, credit performance, prepayment risk, default risk, and trends in loss severity
  • Develop, test, and validate predictive models by leveraging historical data related to loans, collateral, market dynamics, and macroeconomic conditions to strengthen our underwriting and risk-rating systems
  • Utilize Monte Carlo simulations, time-series analysis, and regression modeling for projection across various economic and stress scenarios
  • Assess, contrast, and enhance different model structures and methodologies
  • Develop automated analytical tools, dashboards, and model outputs using Python, R, MATLAB, and Excel/VBA to boost efficiency and scalability
  • Lead research projects, steering them from hypothesis development through experimentation, validation, documentation, and presentation of findings
  • Maintain high standards of numerical accuracy, methodological integrity, and thorough documentation to support internal governance, audits, and regulatory compliance
  • Stay updated on the latest advancements in quantitative finance, statistical modeling, and analytical techniques to continually enhance WBL’s modeling and forecasting abilities
  • Foster a vibrant, data-driven culture by proactively seeking ways to elevate decision-making through insightful quantitative analysis
What we offer
What we offer
  • Competitive USD Salary
  • Enjoy Paid Time Off (PTO)
  • Fully Remote Work Opportunity
Read More
Arrow Right