Our client is a financial software company. To support its rapid business expansion in Asia, they are looking to recruit Financial Engineer in Hong Kong.

JOB RESPONSIBILITIES

• Provide demo for potential clients and advise for business solutions
• Provide consulting, training and professional services for clients using company’s products for integrated / independent pricing and risk analytics system
• Structure examples of real trades and perform valuation and/or risk analytics tasks using company’s Products and tools
• Work with customers and internal team on various key projects ranging from structuring, valuation, quantitative advisory services, training, documentation, QA, implementation, quantitative research and development etc.
• Analyze the gap between company’s product and customer requirements and write specification documentation for the development of new features and products
• Design and perform testing on models (calibration and pricing) and risks across multiple asset classes on various products

JOB REQUIREMENTS

• MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Actuarial Science, Engineering, or related field. Related research experience is preferred
• 1 – 3 years of experience, fresh grads are welcome
• Strong knowledge and / or hands-on working experiences in derivative pricing models and instruments across interest rate, cross-currency, credit, inflation, equity, foreign exchange, commodity, insurance, and / or hybrid products
• Strong mathematical skills including stochastic calculus, numerical methods for PDE, Monte Carlo simulation, probability and statistics, linear algebra, and financial modelling
• Good Hands-on experience on Excel VBA and object-oriented programming such as C++, C# or Java
• Knowledge and / or experiences in counterparty credit risk (such as AMC, CVA, FVA, PFE, incremental CVA, collateral, netting, CSA, CVA VaR, PD, EAD, credit models, Economic Capital, …) and / or market risk (such as VaR methodologies (parametric, historical, and Monte Carlo), incremental VaR, marginal VaR, stressed VaR, backtesting, Basel, scenario generation, PCA, …).
• Ability to communicate confidently and concisely both verbally and in writing
• Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner

** Shortlisted candidates will be notified to the contacts provided **

Interested applicants please send your resume with full career history and relevant references (in Word format) together with present and expected salary to us.