Quant Analyst: Rates, FX & Commodities (Python/C++)

Leadingnation
Hong Kong, HK
On-site

Why this role

Pace
Fast Paced
Collaboration
Medium
Autonomy
Medium
Decision Impact
Team
Role Level
Individual Contributor

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

  • Design and implement pricing models
  • Develop risk analytics tools
Typical background
MSc/PhD in Quantitative Finance, Math, Physics, or Engineering

Transferable backgrounds

  • Coming from pricing models
  • Coming from risk analytics

Skills & requirements

Required

Pricing ModelsRisk AnalyticsPythonC++Quantitative Finance

Preferred

GenaiLlmsLarge-scale Data Platforms

Stack & domain

PythonC++Quantitative FinanceMathPhysicsEngineering

About the role

Original posting from Leadingnation

Leadingnation, a prominent Chinese Investment Bank in Hong Kong, is seeking a middle to senior level sell side Quant. The role involves designing and implementing pricing models for Rates, FX, and Commodities while also focusing on risk analytics including scenario analysis tools and XVA adjustments. Candidates should have strong programming skills in Python and C++, with an MSc/PhD in a relevant field like Quantitative Finance, Math, Physics, or Engineering. The position offers an opportunity to innovate in a dynamic banking environment.

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Source: Leadingnation careers

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