обновлено 4 дня назад
Global Banking & Markets, Equities Synthetics Products Group (SPG) Strats, Associate/Vice President, Hong Kong
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Global Banking & Markets, Equities Synthetics Products Group (SPG) Strats, Associate/Vice President (Derivatives Pricing and Risk Management): Developing and maintaining derivatives pricing models and automated risk management capabilities for equity financing and One Delta trading with an accent on equity swaps, futures, OTC derivatives, and hedging strategies. Focus on expanding pricing capabilities to new underliers and payoffs, backtesting hedges, and delivering accurate daily risk management in close collaboration with traders.
Location: Hong Kong, Hong Kong
Company
is a global investment banking, securities, and investment management firm founded in 1869 and headquartered in New York.
What you will do
- Develop and maintain derivatives pricing models for equity swaps, futures, and OTC equity derivatives.
- Increase automation of risk management for equity and FX exposures.
- Expand pricing capabilities to new underliers and payoffs while solving product-specific challenges.
- Backtest hedging strategies for One Delta products.
- Collaborate closely with traders to ensure accurate daily risk management.
Requirements
- Strong academic background in computer science, engineering, physics, mathematics, or another relevant STEM field.
- Strong quantitative and programming skills in Java, C++, and Python.
- Strong interpersonal and communication skills.
- Ability to balance attention to detail with a broader business perspective.
- Ability to solve complex problems, explain underlying ideas, and deliver accurate results quickly in a dynamic environment.
Nice to have
- Knowledge of financial markets and financial modeling.
- Quantitative understanding of probability.
Culture & Benefits
- Training and development opportunities.
- Firmwide professional networks and opportunities for personal growth.
- Benefits, wellness, personal finance, and mindfulness programs.
- Commitment to diversity, inclusion, and reasonable accommodations during recruitment.
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