FIC Quant - Tier 1 Investment Bank - Hong Kong
- $100k - 150k per year + BONUS
- Tai Ching Cheung, Hong Kong Tai Ching Cheung HK
- Permanent, Full time
- GQR Global Markets
- 20 Mar 18 2018-03-20
A leading Investment Bank in Singapore is proactively looking to recruit a front office modelling quant for Interest Rates products. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
A leading Investment Bank in Singapore & Hong Kong is proactively looking to recruit a front office modelling quant for Interest Rates products. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
Location: Singapore/Hong Kong
- Development of front office derivative pricing models
- Ensure correct and robust implementation of the models
- Enhancing the C++ pricing libraries
- Working entirely in their Front Office alongside quant’s & trade specialists
- Managerial Responsibilities
- Interest rates/FIC experience
- Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
- Strong object orientated programming in C++/C#/Python
- Demonstrable interest in financial modeling
- Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
- Excellent communication skills
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices. Utmost confidentiality and discretion is assured.