Our client, a global investment bank, is looking for a strong quant researcher to join their expanding Equities Derivatives quant researcher team in HK.
What will you be doing?
– Work closely with traders, quants, and engineers to develop, enhance, maintain, and upgrade new/ existing pricing/ risk/ volatility models utilizing C++ analytics libraries
– Automate and develop new approaches to research tasks/ model management, improve visualization of complex data sets
– BAU support for APAC Equity Derivatives traders across flow/ exotics/ vanilla/ delta one on the existing models
What we’re looking for:
– Strong mathematical background and coding knowledge using C++ or Python
– Solid quant researcher experience in any derivatives products
– Excellent stakeholder management/communications skills
– Able to solve math/ technical problems under pressure
Headquartered in Hong Kong, Pinpoint Asia is the go-to Specialist Firm for Technology Recruitment
We are a team of specialist tech recruiters (many of our recruiters come from an IT background) and we serve a wide range of clients, all the way from tech startups (especially FinTech) to some of the top Financial Institutions on Wall Street and several other large-scale enterprises in other industries.
Our significant market reputation and status as the leading search firm for many of our clients is a direct result of our strong industry relationships, intimate understanding of the marketplace and proven ability to deliver results.
Our vision is to help companies hire smarter and help job seekers get closer to their career aspirations.
To see all our open jobs please reach out to us at https://pinpointasia.com/job-search/ (EA License #72371)