Emerging Markets Flow Strategy Quant Team Lead - Tier 1 IB

Location: Hong Kong
Job Type: Permanent
Reference: 2795742
Contact: Philip Quinn
Email: email Philip
My client is a Global leading Tier 1 US Investment Bank currently expanding their FICC Quant team in Hong Kong. Reporting to the head of this division and working hand-in-hand with the Emerging Markets Macro Trading Business which trades trades FX and Rates products, Derivatives and Cash instruments and be responsible for the following: 

Responsibilities 
  • Work with trading desk team to price live transactions and manage risk in the front office
  • Focus on higher volume market making, driving growth in the business, designing models and building tools to holistically trade across voice and electronic channels
  • Drive the full life-cycle: research / modelling, implementation / testing, live pricing / risk management, support / maintenance
  • Develop novel financial models for market capture, live pricing, hedging strategies and execution costs
  • Develop statistical techniques to conceive, design, analyse, and measure the trading strategies
  • Optimise the deployment of capital and other constrained resources within the business
  • Partner with other engineers to deliver complete trading and risk management platform

Requirements 
  • PhD. in Mathematics, Physics, Engineering, Computer Science or a related quantitative discipline preferred
  • 10+ years related experience, experience managing a team/mentoring junior quants will be beneficial
  • Capabilities in modeling and statistical analysis, software development, risk and trade analysis, and capital analysis.
  • Expert knowledge of financial derivatives, pricing and statistics
  • Experience in automatic market making, stochastic control or machine learning with a strong track record programming
Xpand your job search in the right direction by applying via the links provided. If you have any difficulties doing so, you may also call Philip on +852 3579 4656 or email to philip.quinn@xpand.com.hk  #LI-PQ1 #ind-pry