The role involves business development activities as well as core involvement with the sales cycle from lead generation to contract closure, pipeline development and sustainability and focusing on the successful growth of Pricing and Risk solutions in APAC region across its client segments, principally but not limited to Banks, Securities firms, Insurance Companies, Investment Management, Asset Owners, Asset Servicers and other Financial Institutions. If you possess a strong quantitative background, industry expertise, and a passion for derivatives, this is an exciting opportunity to contribute your skills and creativity to a key revenue-driving function within our organization.
Responsibilities:
- Analyze prospects business requirements and recommend optimal solutions utilizing their products or services.
- Design and deliver compelling presentations and demonstrations of their products or customized solutions.
- Develop solution prototypes to address prospects requirements across different product types, asset classes and use cases (front desk trading to risk management).
- Respond to RFIs/RFPs, conduct scoping exercises, engage in prototypes/proofs of concept, and deliver final presentations of work products.
- Collaborate as a liaison between customers and internal teams such as Sales, Professional Service, Quantitative Research, Quantitative Development and Product.
- Conduct research into industry-relevant topics in quantitative finance, capital markets and risk regulation, and deliver the presentation of results in the form of webinar, penal discussion, or articles.
- Continually deepen personal knowledge of the financial domain through self / assisted studies.
- Travel (up to 25%) to customer locations and/or other global office locations might be required.
To be successful in this role, you should have:
- Graduate or Master (preferred) degree in a technical discipline (e.g. Quantitative Finance, Mathematics, Physics etc.) or comparable education.
- Communication Skills: Excellent business writing and communication skills to create and deliver solution proposals, product demos and presentations to audiences from C-level to end-users.
- Minimal of 2 years of experience in high level programming language such as C++, Java, and Python (preferred).
- Good understanding of derivative pricing, risk management techniques (VaR, exposure, XVA, etc.), financial modeling, financial mathematics, and quantitative/engineering related research.
- Basic understanding of treasury system architecture and cross-system data integration. Essential knowledge of SaaS and cloud technology (holding an AWS cloud certificate is a plus).
- 2+ years of experience of quantitative work with derivatives in financial institutions, or any related fintech company with broad understanding of various trading activities (market making, back-to-back, fixed income) and trade lifecycle management.
- Ability to hold business/technical conversations in English, Mandarin Chinese. Cantonese is a plus.
- Interpersonal Skills: Ability to build effective relationships with customers and collaboratively across functions.
- Experience in presales or client facing roles is a plus.
If you would like to apply for this role or find out more, please contact on +852 2847 9945 or apply online with your latest CV in Word format including current and expected salary. Kindly note that only shortlisted candidates will be notified.