Quant Developer - Multi-Asset Class Strategy Group - Tier 1 IB - Hong Kong
- Hong Kong Hong Kong Hong Kong HK
- Festanstellung, Vollzeit
- 17 Apr 18 2018-04-17
My client is a Global leading Tier 1 US Investment Bank currently expanding one of their multi-asset class teams within their Securities Division in Hong Kong. Working with various Trading, Investment, Quantitative and Technology teams across numerous geographical locations you will be responsible for the following:
- Main focuses include: risk modelling, portfolio valuation, hedge recommendation, capital computation, and returns optimization
- Develop quantitative and computational solutions for a wide range of financial problems
- Develop macro risk management strategies and recommending hedging solutions
- You will also develop portfolio management system and risk reports, Capital allocation and Return on Equity frameworks
- Design bespoke pricing models and risk representations for active investments as well as comprehensive asset management platform and related ALM frameworks etc.
- Excellent academic background from a leading University, ideally with a Phd. in Applied Mathematics, Computer Science, Physics, Engineering etc. with a background working in an Investment Bank or Hedge Fund, Prop Trading firm etc.
- Strong programming skills with the ability to design robust and scalable software solutions and a solid understanding of the underlying economic and mathematical financial theories
- In-depth experience analyzing very large datasets highly skilled/experienced in Machine Learning
- Expertise in at least one of the following asset classes: Real Estate, FX, Interest Rates, Commodity, Equity, Credit
- Demonstrated client service focus and ability to build relationships across different levels, functions and regions both internally and externally with excellent interpersonal, communication and presentation skills, both written and verbal
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