Senior Analyst, Quantitative Analysis

Overview Senior Analyst, Quantitative Analysis at Bank of Communications Co., Ltd. London Branch Responsibilities Validate and monitor IRB PD model for exposure to bank, corporate and retail. Implement IFRS9 PD/LGD/EAD model for impairment calculation. Stress testing for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan...

Senior Analyst, Quantitative Analysis Founded in 1908, Bank of Communications Co., Ltd. (Stock Code: 3328) is one of the oldest banks in China and operated as one of the country’s banknote‑issuing institutions. The bank was listed on the Stock Exchange of Hong Kong Limited and the Shanghai Stock Exchange in June 2005 and May 2007 respectively. It...

Senior Quantitative Analyst – uSmart Securities Limited uSmart Securities Limited is a licensed broker in Hong Kong, providing investors with simple, professional and low‑cost global investment services through technological innovation and artificial intelligence technology. The firm holds the Hong Kong Securities and Futures Ordinance (Chapter 571)...

A leading banking institution in Hong Kong is seeking a Senior Analyst for Quantitative Analysis. The successful candidate will validate IRB PD models, implement IFRS9 models, and conduct stress tests for credit risk. Candidates should hold a degree in Mathematics or related fields, have at least 3 years of banking experience, and possess strong programming...

A leading investment platform in Hong Kong is seeking a Junior Quantitative Analyst passionate about equity markets. You will collaborate with senior traders, develop quantitative models, and utilize machine learning techniques for data analysis. The ideal candidate will possess strong coding skills, a degree in a quantitative field, and a desire to work in...

Company Introduction Polymer Capital Management is a market-neutral, multi-manager investment platform based in and focused on Asia. Polymer combines established institutional support and deep knowledge of local financial markets with a dedication to discovering and developing the region's best investment talent. Polymer was established in conjunction with...

The Itarle Group is an industry-leading supplier of best execution algorithmic trading, smart order routing and transaction cost analysis services to clients ranging from Global Investment banks to specialist Brokers. To support its Hong Kong operations across both Equities and Listed Derivatives, and to facilitate the increasing demand for its services,...

A financial services provider in Hong Kong is seeking a Senior Quantitative Analyst to design and implement pricing models for Rates, FX, and Commodities. The ideal candidate will have over 10 years of experience in a sell-side quant role and possess deep knowledge of financial derivatives. Proficiency in advanced programming (Python and C++) and modeling...

Key Responsibilities Quantitative Fund Research and Screening Track and evaluate quantitative fund strategies including CTA, market neutral, multi-factor, arbitrage, etc. Build and maintain fund databases; conduct performance and style attribution analysis. Portfolio Construction and Risk Control Participate in FOF portfolio strategy design, weight...

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.,...