FICC Quant Trading, VP or Director level | Hong Kong, HK

Job Responsibility

• Develop and maintain quantitative fixed-income models, including but not limited to: yield curve fitting, duration/ convexity models, spread models, credit pricing models, and hedging models;
• Enhance market-neutral strategy frameworks and capture arbitrage opportunities to provide strategic recommendations to product teams;
• Possess non-linear hedging capabilities: proficient in the use of options, structured products, volatility strategies, dynamic hedging, and other tools;
• Capable of providing more efficient hedging solutions from a balance sheet optimization perspective to improve the asset return rate of the business.

Requirement

• Master degree or above graduates in quantitative finance or related disciplines from renowned universities;
• 5 to 10 years relevant experience in sizable financial institutions;
• Independent and critical thinking skills and strong financial acumen;
• Fluent in both written Chinese and spoken Mandarin;