Quantitative Research – Equity Derivatives Exotics - Associate
On-site · Hong Kong Island, Hong Kong
Job Summary
Quantitative Research – Equity Derivatives Exotics focused on junior quant responsibilities: develop a framework for derivative products including lifecycle and model validation using Python/C++ hybrid programming, apply machine learning to pricing and risk analytics, build end-to-end analytics and model documentation to support approvals, evaluate methodologies and monitor model risks in derivative valuation, and support trading activities with scenario analyses and explanations of model behavior. Requires advanced degree in a quantitative field, 1-5 years in derivatives Q-R, strong C++/Python skills, experience with derivatives pricing and Monte Carlo/PDE methods, and ability to communicate with business stakeholders.
Required Qualifications
- Master or PhD degree in a quantitative field from a top university
- 1-5 years of experience in derivatives quantitative research
- Strong programming skills in C++, Python and numerical packages
- Experience with statistical analysis and machine learning
- Experience with derivatives pricing models and equity derivatives products
- Solid understanding of the application of Monte-Carlo simulation and finite-difference PDE in derivative pricing
- Ability to communicate effectively with business stakeholders
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