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Vice President : Exotic FX Quantitative Developer., Hong Kong
- HK - Hong Kong
- Highly Competitive
- Full-Time Permanent
- Financial Services - Information Technology
- 30-06-08
Job Description
A top tier investment bank is looking to expand its regional foreign exchange quantitative analytics business team with an experience quantitative modeler for the desk. The team is positioned at the forefront of exotic FX teams globally and is extending its suite of long and short dated FX models and library infrastructure.
This group is located on the trading floor and is incorporated within the front office bonus pool. The successful candidate will gain a fantastic opportunity to work from architectural level upwards, on the most exotic models and lead projects for the desk whilst managing a small team and progress towards executing trades and contributing to the desk PnL.
Within the role the successful candidate will:
Be situated on the trading floor alongside senior level quants, traders and structures.
Lead implementation across both long and short dated FX
Gain exposure to multi asset stochastics with opportunity to diversify into hybrids
Report directly into the Global Head of Foreign Exchange Modeling and Analytics
Work on a variety of projects based on Skew, Smile, Volatility, BGMFX, multi currency stochastics etc
The successful candidate may have the following:
PhD or DEA in a highly computational/mathematical thread, for example Computer Science, Physics, Engineering, Mathematics.
Exceptional programming skills in a transferable language for example C, C++, Java or Fortran
Exceptional knowledge of numerical methods, stochastic calculus, Brownian Motion, Ito Calculus, PDE’s, probabilities, finance etc
More than 2 years experience working in either an FX model validation, front office Equity or front office FX quantitative analytic role
The opportunities within this team are truly exceptional and this is supported by exceptional compensation on the base and guarantees on bonus for next year.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
This group is located on the trading floor and is incorporated within the front office bonus pool. The successful candidate will gain a fantastic opportunity to work from architectural level upwards, on the most exotic models and lead projects for the desk whilst managing a small team and progress towards executing trades and contributing to the desk PnL.
Within the role the successful candidate will:
Be situated on the trading floor alongside senior level quants, traders and structures.
Lead implementation across both long and short dated FX
Gain exposure to multi asset stochastics with opportunity to diversify into hybrids
Report directly into the Global Head of Foreign Exchange Modeling and Analytics
Work on a variety of projects based on Skew, Smile, Volatility, BGMFX, multi currency stochastics etc
The successful candidate may have the following:
PhD or DEA in a highly computational/mathematical thread, for example Computer Science, Physics, Engineering, Mathematics.
Exceptional programming skills in a transferable language for example C, C++, Java or Fortran
Exceptional knowledge of numerical methods, stochastic calculus, Brownian Motion, Ito Calculus, PDE’s, probabilities, finance etc
More than 2 years experience working in either an FX model validation, front office Equity or front office FX quantitative analytic role
The opportunities within this team are truly exceptional and this is supported by exceptional compensation on the base and guarantees on bonus for next year.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
- The Team
- mfbhfbhewfjhbejbewk
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