Index Data Analysis & Quantitative Modelling

Asset Management, Equities, FICC – Fixed Income & Treasury Mkt, Investment Services
Hong Kong
Posted 2 months ago


The candidate will have opportunity to work on innovative financial models, for pricing as well as risk management, utilizing the latest technologies. The candidate will learn about our clients’ needs and validate the quantitative models that fulfill those needs. The members of our team have opportunities to contribute in a broad set of roles including: studying functional, non-functional and analytic specifications, developing test plans and test cases, verifying formulas and implementing and using automated test tools.

  • Pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products
  • Portfolio level risk analysis
  • VaR methodology
  • Automation framework, built with state-of-the-art technologies, for validation of the models

The candidate will also have responsibilities on a daily basis to a range of areas:

  • Develop and extend independent validation tools which are used to ensure accuracy for all numbers produced by our analytics engines
  • Analyze and extend the analytics regression tests to ensure the complete and efficient coverage for all analytics engine statistics and asset types

Experience Requirements:

  • Relevant work experience in model validation
  • Experienced in finance, quantitative finance, financial mathematics, mathematics, physics, statistics or another quantitative field
  • Experience with a programming language (e.g. Matlab, Python, R, C++, C#)
  • Strong motivation to learn about financial markets
  • Outstanding advanced mathematical and quantitative skills
  • Strong written and oral proficiency in English
  • Interest working in an environment that combines finance and technology
  • Strong sense of ownership with projects
  • Willing to work in a global team environment

Apply Online

A valid email address is required.