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Interest rates structurer, Hong Kong
- HK - Hong Kong
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 06-09-08
Job Description
My client a top tier European bank and one of the strongest Fixed Income platforms in the business is actively recruiting a Director level Interest rates exotics structurer to head up its product development team in Hong Kong. Excellent opportunity to head up a team of 5 structurers. Responsibilities will include:
The role will focus on both pricing and developing trade recommendations for clients and back testing of systematic trading ideas relevant to the interest rates exotics book in HK dollar, Taiwanese dollar and other local currencies.
Pricing of exotic interest rates products for mainly corporate clients in Greater China and also the internal sales force.
Developing the pricing models/ tools with the front office quants.
Suitable candidates for the role are:
This role would suit a senior quantitative interest rates derivatives structurers working at a top investment bank keen to build out a new team.
It is essential to have strong mathematical and technical skills as quantitative structuring is required and good modelling skills.
This role is based in Hong Kong and so it is important to have worked in the Asian market and have a good understanding of local currencies and the Greater China client base.
Experience of working both on the asset and liability side of the market is desirable
Ideal candidate will be fluent in Cantonese but Mandarin will also be useful
For more information please contact the Structuring team on 0207 019 4139 or email jobs@selbyjennings.com
www.selbyjennings.com
The role will focus on both pricing and developing trade recommendations for clients and back testing of systematic trading ideas relevant to the interest rates exotics book in HK dollar, Taiwanese dollar and other local currencies.
Pricing of exotic interest rates products for mainly corporate clients in Greater China and also the internal sales force.
Developing the pricing models/ tools with the front office quants.
Suitable candidates for the role are:
This role would suit a senior quantitative interest rates derivatives structurers working at a top investment bank keen to build out a new team.
It is essential to have strong mathematical and technical skills as quantitative structuring is required and good modelling skills.
This role is based in Hong Kong and so it is important to have worked in the Asian market and have a good understanding of local currencies and the Greater China client base.
Experience of working both on the asset and liability side of the market is desirable
Ideal candidate will be fluent in Cantonese but Mandarin will also be useful
For more information please contact the Structuring team on 0207 019 4139 or email jobs@selbyjennings.com
www.selbyjennings.com
- The Team
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