V.I.E. - 12 months - Quantitative Analyst / Commando F/M - Hong Kong
Core
Junior Quantitative Analyst / Commando supporting pricing models, pricing libraries, and quantitative frameworks for pre-trade and risk management tools across Equity, Rates, FX, and Credit.
Role type
Junior IC quantitative analyst (pricing & risk)
Builds
Pricing models, pricing libraries, pre-trade and risk management tools
Domain
Investment Banking / Quantitative Finance
Deliverable
production ML models
Required skills
Advanced degree in Quantitative Finance/Math/Physics/Engineering, C#, C++, Python, Derivative Products knowledge, Model validation, Test case execution, Discrepancy investigation, Documentation
Preferred skills
Trading Floor experience, Next-generation platform transition experience
Technologies
C#, C++, Python
Responsibilities
Maintain pricing models, develop and support pricing libraries, validate technical upgrades of pre-trade and risk management tools, execute test cases, compare pricing and risk outputs, investigate discrepancies, document findings
Seniority
Junior, hands-on IC
