4 дня назад
Quantitative Strategist
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Strategist (Equity Derivatives): Developing valuation, risk, and analytics capabilities for emerging-markets and delta-1 trading teams with an accent on equity product modelling, parameter calibration, and centralized risk platforms. Focus on designing strategy back-tests, solving portfolio-manager pricing problems, and building enterprise-grade risk engine functionality in Python.
Location: Hong Kong, Hong Kong
Company
is a global multi-manager hedge fund investing across quantitative, tactical, fundamental equity, and discretionary macro and fixed-income strategies.
What you will do
- Support emerging-markets and delta-1 portfolio managers and traders.
- Develop and maintain centralized valuation and risk-calculation libraries.
- Build equity product models and risk representations for vanilla and exotic products.
- Model and calibrate dividend, funding, and rates parameters.
- Address portfolio-manager-led pricing and analytics problems.
- Design strategy analytics, back-testing capabilities, and risk-engine platform components.
Requirements
- Strong Python skills.
- Experience developing equity derivative models in enterprise environments.
- Experience designing and building risk platforms.
- Experience collaborating with portfolio managers, quantitative researchers, and research functions.
- Excellent written and verbal communication skills.
- Strong ownership and a demonstrated record of delivering results.
Nice to have
- Experience with a delta-1 equity business.
Culture & Benefits
- Learning and educational offerings.
- Opportunities to innovate and pursue ambitious goals.
- Collaborative, teamwork-oriented environment where ideas are encouraged at all levels.
- Internal networks, external partnerships, and service initiatives supporting inclusion and community.
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