Derivatives Desk Quant/Strategist - Hedge Fund - Hong Kong

Location: Hong Kong
Job Type: Permanent
Reference: 2931182
Salary: HK $1,500,000 - HK $2,000,000
My client's quantitative research team is based in their Hong Kong HQ, thus you will be working where key decisions are made and you'll have an opportunity to contribute directly to the bottom line. To be considered for and be successful in this position you will have a background in Options Volatility and Pricing models and an understanding of data driven analysis to help drive trading and algorithms.

Responsibilities
  • Use your knowledge of pricing, risk, volatility models, and data analysis along with strong programming skills to improve current strategies and models and develop new ones
  • Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
  • Work independently yet closely with traders and IT staff
Requirements 
  • Masters, but ideally PhD in a Quantitative discipline with 3+ years experience working in Derivatives, preferably Options Market Making
  • Strong background in researching and coding Volatility, Options Pricing, and Risk models
  • Very strong skills in production software design in an OO programming language (preferably C++), with understanding of software development workflows required
  • Experience in a statistical language (ideally Python)
  • Knowledge in analysing (back-testing) tick data files with Machine Learning experience preferred
  • Experience working directly with traders with a solid command of spoken and written English
Xpand your job search in the right direction by applying via the links provided. If you have any difficulties doing so, you may also call Philip on +852 3579 4656 or email to philip.quinn@xpand.com.hk