Quantitative Strategist
1 week ago
Key Responsibilities Design, implement, and calibrate pricing models across Rates, Fx & Commodities asset classes Enhance existing models such as stochastic rates (Hull-White, LMM), FX local/stochastic volatility (Heston, SABR), and commodity curve dynamics (mean-reverting jumps, seasonal adjustments). Develop hybrid models for cross-asset structures, e.g., FX-linked inflation swaps and commodity–interest rate hybrids. Build scenario analysis tools to assess tail risks (e.g., yield curve inversions, commodity market squeezes). Compute and optimize valuation adjustments (CVA, FVA, MVA) across derivative portfolios. Develop real-time Greeks calculators and P&L attribution tools to support trading desks. Infrastructure & Automation Improve model performance using GPU acceleration (CUDA) and parallel computing techniques. Integrate quantitative models into the bank’s pricing and risk infrastructure (Python/C++ libraries, Excel-based tools). Automate curve construction and volatility surface calibration processes. Requirements Education: MSc/PhD in Quantitative Finance, Math, Physics, or Engineering. Technical Skills: Programming: Expert-level Python (NumPy, pandas) and C++ (modern standards). Modeling: Deep knowledge of SDEs, PDEs, Monte Carlo, and Fourier methods. Products: Hands-on experience with Fx, Rates & Commodities products Seniority level Mid-Senior level Employment type Full-time Job function Analyst Industries Investment Banking Location: Wan Chai District, Hong Kong SAR #J-18808-Ljbffr
-
Quantitative Interest Rate Strategist
4 days ago
Hong Kong Island, Hong Kong SAR China Tokalent Full timeQuantitative Interest Rate Strategist - DeFi/Crypto Firm Job Openings Quantitative Interest Rate Strategist - DeFi/Crypto Firm About the job Quantitative Interest Rate Strategist - DeFi/Crypto Firm Company - Our client is a fast growing DeFi protocol that is backed by well known traditional financial institutions and Web3.0 investors. The team comprises of...
-
Hong Kong Island, Hong Kong SAR China Tokalent Full timeA leading DeFi protocol in Hong Kong is seeking a Quantitative Interest Rate Strategist to manage trading of traditional and crypto interest rates. The ideal candidate should have at least five years of experience in interest rate and derivative markets, complemented by strong programming skills in Java and Python. The role demands analytical prowess and a...
-
Global Banking
1 week ago
hong kong, Hong Kong SAR China Goldman Sachs Full timeGlobal Banking & Markets, Prime Services, Quantitative Desk Strategist, Associate/ Vice President, Hong Kong Join to apply for the Global Banking & Markets, Prime Services, Quantitative Desk Strategist, Associate/ Vice President, Hong Kong role at Goldman Sachs In Global Banking and Markets, we help our clients buy and sell financial products around the...
-
Quantitative Researcher
4 days ago
hong kong, Hong Kong SAR China PARAGON Alpha Full timeRequirements Approx 5 years of relevant hedge fund or investment banking experience in a quantitative trading, quantitative research or quantitative strategist seat. Advanced C++ coding skills preferred Advanced quantitative degree, in areas such as financial engineering, maths, statistics, computer science, physics etc. Demonstrate strong quantitative and...
-
Senior FX Strategist, Asia-Pacific
2 weeks ago
Hong Kong Island, Hong Kong SAR China HSBC Full timeA leading bank is seeking an Associate Director, Global FX Strategist in Hong Kong. This role involves in-depth analysis of Asia-Pacific currencies and necessitates at least 2 years of experience in a financial markets role. Successful candidates will possess strong quantitative skills and be proficient in English and an additional Asian language. Join a...
-
Associate Director, Global FX Strategist
2 weeks ago
Hong Kong Island, Hong Kong SAR China HSBC Full timeAssociate Director, Global FX Strategist HSBC Central & Western District, Hong Kong SAR 1 day ago Be among the first 25 applicants We are currently seeking a high calibre professional to join our team as an Associate Director, Global FX Strategist . Role overview This is a role for a high‑performing team in GIR. The FX research team produces a few flagship...
-
Quantitative Researcher
2 days ago
Hong Kong Island, Hong Kong SAR China Anson McCade Full timeSenior Recruitment Consultant at Anson McCade - Specialising in Quant Finance Opportunities My client, a leading global hedge fund is expanding its footprint in Asia and is seeking talented Quantitative Researchers to join its growing teams in Singapore and Hong Kong . This is a high-impact role offering substantial autonomy, end-to-end ownership of...
-
Quantitative Researcher
2 days ago
Hong Kong Island, Hong Kong SAR China Anson McCade Full timeSenior Recruitment Consultant at Anson McCade - Specialising in Quant Finance Opportunities My client, a leading global hedge fund is expanding its footprint in Asia and is seeking talented Quantitative Researchers to join its growing teams in Singapore and Hong Kong . This is a high-impact role offering substantial autonomy, end-to-end ownership of...
-
Global Banking
1 week ago
hong kong, Hong Kong SAR China Goldman Sachs Full timeGlobal Banking & Markets, Equities Funding Strategist, Analyst/ Associate, Hong Kong Join to apply for the Global Banking & Markets, Equities Funding Strategist, Analyst/ Associate, Hong Kong role at Goldman Sachs Job Description THE FUNDING STRATEGIST TEAM We are a global team of strategists driving major business decisions in equity financing by analyzing...
-
Quantitative C++ developer
4 days ago
hong kong, Hong Kong SAR China Susquehanna International Group, LLP Full timeOverview Susquehanna technologists are at the heart of where cutting‑edge technology meets the fast‑paced world of trading. Our growing teams build some of the most powerful trading systems in the financial industry and solve complex problems in a constantly changing environment. From large scale computations, real‑time systems, high performance...