Location: Hong Kong [Open for oversea candidates]
Our client, a well-known Chinese capital markets and investment group on the sell side, with a strong presence in Asia, now expanding into international markets, is seeking a highly skilled Quantitative Analyst to join our dynamic team. The successful candidate will be responsible for designing, implementing, and calibrating pricing models across various asset classes, including Rates, FX, and Commodities. This role requires a strong programming background in C++ and a deep understanding of quantitative finance.
Key Responsibilities
- Design, implement, and calibrate pricing models for exotic products (swaptions, barriers, accumulators, snowball etc) within Rates, FX or Commodities derivatives.
- Enhance existing models for stochastic rates using frameworks such as Hull-White and LMM.
- Improve models for FX volatility, including Heston and SABR.
- Develop and refine methodologies for commodity curve dynamics.
- Provide risk and trading support by creating scenario analysis tools.
- Calculate XVA (CVA/FVA/MVA) across derivative portfolios to assess and manage risk.
Required Qualifications
- Master’s degree or PhD in Quantitative Finance, Mathematics, Statistics, or a related field.
- Junior VP Level: Minimum of 4 years of experience; Director/Executive Director Level: 8+ years of experience in quantitative analysis or relevant roles.
- Strong programming skills in C++, with experience in quantitative modeling.
- Solid understanding of financial derivatives and pricing strategies.
- Previous experience in Rates, FX, or Commodities is highly desirable.
- Strong communication skills in both English and Chinese (Mandarin).
Interested parties please apply, or send your resume to w.chung@gravitasgroup.com