1 Π΄Π΅Π½Ρ Π½Π°Π·Π°Π΄
Global Banking & Markets, Equities Synthetics Products Group (SPG) Strats, Associate/Vice President (Equities Derivatives)
ΠΡΡΡ & Π‘ΠΎΠΏΡΠΎΠ²ΠΎΠ΄
ΠΠ»Ρ ΠΌΡΡΡΠ° Ρ ΡΡΠΎΠΉ Π²Π°ΠΊΠ°Π½ΡΠΈΠ΅ΠΉ Π½ΡΠΆΠ΅Π½ Plus
ΠΠΏΠΈΡΠ°Π½ΠΈΠ΅ Π²Π°ΠΊΠ°Π½ΡΠΈΠΈ
Π’Π΅ΠΊΡΡ:
TL;DR
Global Banking & Markets, Equities Synthetics Products Group (SPG) Strats, Associate/Vice President (Equities Derivatives) (Java/C++/Python): 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. Focus on expanding pricing capabilities to new underliers and payoffs, backtesting hedging strategies, and ensuring accurate daily risk management in collaboration with traders.
Location: Hong Kong, Hong Kong
Company
is a global investment banking, securities, and investment management firm founded in 1869, with offices around the world.
What you will do
- Develop and maintain derivatives pricing models for equity swaps, futures, and OTC equity derivatives.
- Increase automated 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 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.
- Knowledge of financial markets, financial modeling, and probability.
- Strong problem-solving, communication, judgment, and analytical skills.
- Ability to work accurately and quickly in a dynamic, fast-paced environment.
Culture & Benefits
- Work in a diverse quantitative engineering team within Global Banking & Markets.
- Access training and development opportunities and firmwide professional networks.
- Benefits include wellness, personal finance offerings, and mindfulness programs.
- Reasonable accommodations are available during the recruiting process for candidates with special needs or disabilities.
ΠΡΠ΄ΡΡΠ΅ ΠΎΡΡΠΎΡΠΎΠΆΠ½Ρ: Π΅ΡΠ»ΠΈ ΡΠ°Π±ΠΎΡΠΎΠ΄Π°ΡΠ΅Π»Ρ ΠΏΡΠΎΡΠΈΡ Π²ΠΎΠΉΡΠΈ Π² ΠΈΡ ΡΠΈΡΡΠ΅ΠΌΡ, ΠΈΡΠΏΠΎΠ»ΡΠ·ΡΡ iCloud/Google, ΠΏΡΠΈΡΠ»Π°ΡΡ ΠΊΠΎΠ΄/ΠΏΠ°ΡΠΎΠ»Ρ, Π·Π°ΠΏΡΡΡΠΈΡΡ ΠΊΠΎΠ΄/ΠΠ, Π½Π΅ Π΄Π΅Π»Π°ΠΉΡΠ΅ ΡΡΠΎΠ³ΠΎ - ΡΡΠΎ ΠΌΠΎΡΠ΅Π½Π½ΠΈΠΊΠΈ. ΠΠ±ΡΠ·Π°ΡΠ΅Π»ΡΠ½ΠΎ ΠΆΠΌΠΈΡΠ΅ "ΠΠΎΠΆΠ°Π»ΠΎΠ²Π°ΡΡΡΡ" ΠΈΠ»ΠΈ ΠΏΠΈΡΠΈΡΠ΅ Π² ΠΏΠΎΠ΄Π΄Π΅ΡΠΆΠΊΡ. ΠΠΎΠ΄ΡΠΎΠ±Π½Π΅Π΅ Π² Π³Π°ΠΉΠ΄Π΅ β
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