Equity Derivatives Quant Analyst

Reference:

HTIW/ED/QA

Division / Department:

Job Description:

  • Develop front office GUI derivatives pricing and volatility analytics application
  • Develop new tools for front office desk such as listed option volatility marker with documentation
  • Develop pricing and term sheet automation for structured product client request
  • Build data repository for storing all curves, dividends, interest rate across assets
  • Understand Quant model for pricing variety of structured product
  • Manage applications with dependencies across systems and platform
  • Work in close collaboration with relevant trading and sales team

Requirements:

We support local hire with solid relevant working experience in HK

  • Minimum of 5 years’ relevant quant experience in equity derivatives front office
  • Advanced degree (M.Phil or Ph.D) in quantitative disciplines.  Exceptional candidates with a Bachelor’s degree and minimum of 8 years’ of related experience will also be considered.
  • Software programming skills in: Python, Java,  C#, C++ and VBA.
  • Track record of complete lifecycle management including design, coding and delivery
  • Qualified to be registered under SFC in relevant regulated activity
  • Interest and experience in metrics / analytics to understand pricing algorithm
  • Good Command of spoken and written English

Benefits:

 

We provide very attractive remuneration package and career advancement opportunities for the right candidate.

Application Method:

We are committed to build a team of competence individuals who have acquired relevant local solid working experience and with diversified exposure to work together with us. Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful.

Interested parties please send detailed resume with current and expected salaries to Human Resources Department i) by mail: 22/F, Li Po Chun Chambers, 189 Des Voeux Road Central, HK; ii) by fax: 2537 5431; or iii) by e-mail: hrd@htisec.com.

Please quote the reference in the application. If application is submitted in hard copy format, it should be placed in a sealed envelope marked “Confidential”.  All applications will be treated in strict confidence and personal data provided by job applications will be used for recruitment purposes only.  A copy of our Personal Information Collection Statement will be available upon request.

Documents Required:

Covering Letter plus Resume including current and expected salary

Closing Date:

2018-11-30