VP – Senior Quantitative Analyst, Prime Services
Nicoll Curtin · Hong Kong, Hong Kong SAR
Apply & track with Apply EdgeA global financial institution is hiring a Senior Quantitative Analyst to join its front office Prime Services team in Hong Kong.You will work closely with traders to develop quantitative models, analytics and tools that support trading decisions, market risk, counterparty risk, inventory management and financial resource optimisation. The role will also involve identifying revenue opportunities, improving trading workflows and supporting the continued growth of the Delta One business.Key Responsibilities
- Develop and implement quantitative models for pricing, hedging, risk management and trading decisions
- Conduct research, statistical analysis and market data calibration
- Build and maintain analytical libraries and front office tools
- Support traders with portfolio analysis, exposure management and daily trading requirements
- Identify opportunities to improve workflows, automation and revenue generation
- Partner with trading, sales, technology and risk teams
- Take ownership of model controls, documentation and production supportRequired Experience
- Strong experience within quantitative research, quantitative development or front office analytics
- Good knowledge of Delta One products, including index futures, total return swaps, custom baskets, single stocks and equity ETFs
- Understanding of FX and interest rate hedging
- Advanced Python programming skills
- Familiarity with C++ or another object oriented programming language
- Strong knowledge of probability, stochastic processes, statistics and data analysis
- Master’s degree in financial mathematics or a quantitative discipline, with PhD qualifications welcomed
- Strong communication skills and the ability to work directly with traders and senior stakeholdersPreferred Experience
- Experience in Delta One pricing, hedging, market making or portfolio optimisation
- Previous exposure to Prime Services or equity financing
- Experience developing across Windows and Linux environments
- Knowledge of Jupyter, Dash or similar data visualisation tools
- Experience automating quantitative or trading workflows