Quantitative Analyst, Equity Derivatives (Associate / AVP)

  • Negotiable
  • Hong Kong
  • Permanent, Full time
  • BOC International
  • 16 Oct 17 2017-10-16

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCI”), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career for supporting our capital market business.

Responsibilities:

  • Develop and implement pricing and risk management tools for equity derivative products;
  • Work closely with structurers, traders, risk control and IT development teams to facilitate business requirements on pricing and hedging models;
  • Support, maintain and upgrade existing pricing platforms;
  • Provide quantitative idea and support for traders and sales;
  • Design, document and test pricing models for equity derivatives products;
  • Assess model theory, assumptions and sensitivities to ensure risk is identified and captured at model, portfolio, and firm-wide aggregate levels

Requirements:

  • Master Degree holder or above in Financial Engineering or related discipline from a reputable institution
  • At least 2 years of relevant desk quant experience in derivatives
  • Thorough understanding of equity derivatives pricing models
  • Strong C++, VBA and working knowledge in pricing library management
  • Excellent analytical and problem-solving abilities
  • Strong communication and interpersonal skills, good team player
  • Good command of spoken English, Cantonese and Mandarin

 

Please apply in strict confidence with full resume, academic record, current and expected salaries.
(The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidatee will be destroyed within six months.)