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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
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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