Leading Financial Services Group, Hong Kong

Front Office Quant Analytics & Development

HKD Highly Competitive Salary Package

A world leading Financial Services Group seeks to hire an experienced Flow Rates Quant in Hong Kong. You will focus on quantitative development and support of Flow Interest Rate product pricing/analysis and support structured pricing tools. In this quant analyst / developer role you will work closely with traders on day-to-day queries, provide analysis and solutions for new requirements, as well as development of the rates toolkit suite. This is an excellent opportunity for someone looking to take their career to the next level!

KEY RESPONSIBILITIES:

• Working closely with traders on day-to-day pricing and risk queries.
• Develop, maintain and upgrade the Front Office Rates Toolkit suite of applications for users.
• Test new developments, routines and process prior to production roll-out.
• Work with clients to better understand the development requirements and develop their understanding in use of existing tools.
• Release updates to pricing tools within the front office framework.
• Application development (spreadsheet and C#) related to pricing of trades, risk management, data processing, internal & external publishing.
• Maintain pricing tool integrity and consistency with other internal systems.
• Assist with the planning, testing and rollout of trading and risk applications that utilise outputs from the front office toolkit.
• First-line support for a vendor supplied rates trading application.

ESSENTIAL SKILLS & RESPONSIBILITIES:

• 3+ years in a quant role, supporting Fixed Income Trading & Sales
• Excellent knowledge of Interest Rate flow products (emphasis on G4)
• Minimum of Masters educated in a quantitative field (Maths, Physics, Engineering, Comp Sci…)
• C# development experience, including release & change controls; Solid Excel & VBA skills
• Ability to communicate clearly with traders and sales when under pressure
• Advantageous: Design & development of enterprise level applications; dealing with Market Data feeds