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Quantitative Analyst - Tier 1 Investment Bank

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: SJ - 1402 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 14/02/2018

FRONT OFFICE QUANTITATIVE ANALYST

FRONT OFFICE QUANTITATIVE ANALYST - TIER 1 INVESTMENT BANK - HONG KONG


Selby Jennings has recently partnered with a tier 1 investment bank who are looking for a new quant analyst to join their front office equity derivatives team. This front office role will be the ideal fit for someone looking to further their career in equity derivative quantitative analytics. It will also be a fantastic opportunity for someone looking to work alongside quantitative analysts of similar backgrounds and outlooks in a high pressure environment.   

To apply for this position you will have a professional background in quantitative analytics and developing pricing models for equity derivative products using C++. 


Responsibilities will include:

- Developing benchmark pricing models for equity derivative C++ library
- Advise traders on a daily basis using pricing models
- Assist key stakeholders in the front office team (risk, traders etc.)


To be considered for this opportunity you will need to demonstrate:

- Extensive experience in developing pricing models for equity derivative products 
- A high degree of proficiency in C++
- A solid knowledge of stochastic calculus

Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com 


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