My client is a Global leading Tier 1 US Investment Bank currently expanding their FICC Quant team in Hong Kong. Reporting to the head of this division and working hand-in-hand with the Emerging Markets Macro Trading Business which trades trades FX and Rates products, Derivatives and Cash instruments and be responsible for the following:
Responsibilities
- Work with trading desk team to price live transactions and manage risk in the front office
- Focus on higher volume market making, driving growth in the business, designing models and building tools to holistically trade across voice and electronic channels
- Drive the full life-cycle: research / modelling, implementation / testing, live pricing / risk management, support / maintenance
- Develop novel financial models for market capture, live pricing, hedging strategies and execution costs
- Develop statistical techniques to conceive, design, analyse, and measure the trading strategies
- Optimise the deployment of capital and other constrained resources within the business
- Partner with other engineers to deliver complete trading and risk management platform
Requirements
- PhD. in Mathematics, Physics, Engineering, Computer Science or a related quantitative discipline preferred
- 10+ years related experience, experience managing a team/mentoring junior quants will be beneficial
- Capabilities in modeling and statistical analysis, software development, risk and trade analysis, and capital analysis.
- Expert knowledge of financial derivatives, pricing and statistics
- Experience in automatic market making, stochastic control or machine learning with a strong track record programming