Vacancy detail


£50,000 – £55,000

Location: Hong Kong Type: Permanent Skills: Derivatives, Python, Modelling, Quantiative

The Role

  • Build and developing quantitative pricing/risk models for the Derivatives business using C++/Python
  • Implement models into the in-house platform
  • Work directly with CEO/Directors
  • Work directly/on-site with clients


  • Bachelors/Masters/PHD in Quantitative subject i.e. Financial Maths or similar
  • Intern experience or 1-2 years' experience in a quant modelling/quant dev environment
  • Proficient Python skills
  • Professional communication skills
  • Some understanding of pricing/risk techniques - via education or work experience
  • Keen to work in a front-office environment, good attitude to work
  • Willingness to learn and grow

If interested please send your CV or call 020 7780 6700

Reference: AMACAPA0021

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