Quant Developer - Multi-Asset Class Strategy Group - Tier 1 IB - Hong Kong

Location: Hong Kong
Job Type: Permanent
Reference: 2712863
Contact: Philip Quinn
Email: email Philip
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
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