Asia ex-Japan Interest Rate Option Strat – Assoc/VP/ED level

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Anson McCade
  • 14 Nov 17 2017-11-14

The Interest Rate Option Strategists (Strats) collaborate closely with Sales and Trading businesses including Equity, Fixed Income and Commodities as well as their Investment Banking businesses to provide quantitative solutions to multiple businesses. The team is currently seeking an Interest Rate Option Strategist (Vice President) to specialize in quantitative modeling and to support business activities across Asia excluding Japan.

Asia ex-Japan Interest Rate Option Strat – Assoc/VP/ED level

 

HK based


The Interest Rate Option Strategists (Strats) collaborate closely with Sales and Trading businesses including Equity, Fixed Income and Commodities as well as their Investment Banking businesses to provide quantitative solutions to multiple businesses.

 

The team is currently seeking an Interest Rate Option Strategist (Vice President) to specialize in quantitative modeling and to support business activities across Asia excluding Japan.
 
Primary responsibilities include:

 

- Develop models and build tools used by Sales & Trading to efficiently price and hedge IR and hybrid option

products.
- Support day-to-day trading and structuring needs on pricing, valuation, and risk management.
- Working closely with IT on model integration, testing, and deployment.

 

QUALIFICATIONS AND SKILL-SETS

 

- Master’s degree or higher in Mathematics, Physical Sciences, Engineering or related Quantitative Science

field or equivalent.
- Strong communication skills in English necessary.
- Expertise in stochastic calculus and interest rate term structure modeling.  Experiences with FX and credit

 hybrid modeling preferred.

- Experienced in interest rate option and exotics products.

- Experiences with EM market is a plus.

- Experienced in C++, Java/Scala…etc.

- Strong problem solving skills, pragmatic, think outside of box.
- Work effectively under fast pace and intensive trading environment.