Summary

In CA-CIB, the Quantitative Research (QR) team is present in Paris, London, New York and Hong Kong. Its main mission is to define and develop models and methods used by the trading to price and hedge derivatives products.

In Hong Kong, the quantitative research aims to:
- support/train the local trading on all models/methods developed by the QR team
- contribute to studies, implementation and tests of models in coordination with the QR team

Key Responsibilities
 
Contribute to the missions of the QR team in Hong Kong mentioned previously through:

- Update, development of tools / pricers for the Trading desks

- Theoretical studies, model tests and developments for the non linear desks 

In addition to the above requirements, the successful candidate should be able to work on prospective quantitative studies that involve implementing and applying Data Sciences/Machine learning techniques to help decision making algorithms for trading purposes.
 
Machine Learning Research Subject: Model Independent Pricing and Deep Hedging: Inspired by recent paper Buehler et al. (2018), the purpose is to examine whether using machine learning algorithms can be used for optimal hedging and pricing derivatives in incomplete markets. 

Requirements
- Master Degree or PHD in Financial Mathematics or Financial Engineering with less than 12 months' full-time experiences
- Fluent in English and French, Mandarin is a plus
- Strong communication and interpersonal skills, motivated, rigorous and team-oriented
- Relevant internship experiences preferred