Equity Derivatives/Hybrids Quantitative Analyst (Assoc)
- Employer
- Anson McCade
- Location
- Hong Kong, Hong Kong
- Salary
- plus bonus
- Closing date
- Sep 28, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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
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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