KEY RESPONSIBILITIES:

• Support the FX Options & other Cross-asset trading desks
• Develop, implement models and test models developed by QR team in London
• Sit with exotics traders, understand their problems and provide solutions
• Implement models into the common C++ Library, FO booking system
• Comply with regulatory requirements at both head office and Hong Kong local policies

KEY SKILLS & EXPERIENCE:

• 3 to 5 years' experience as a Quant (FX Options or structured rates / credit products)
• Strong C++ and good experience of a managed Pricing library
• Fluent in English
• Strong communication and interpersonal skills, energetic, rigorous and team-oriented
• Master Degree or PhD in Financial Mathematics, Engineering, Physics, etc.