Join a leading sell-side quant team in Hong Kong, driving innovation across Rates, FX, and Commodities derivat
Your new company
This opportunity is with a well-established financial institution that operates across Hong Kong, the US, and Southeast Asia. The firm holds multiple regulatory licenses and is recognized for its robust risk management and structured product innovation. With a strong international footprint and investment banking capabilities, it is a top tier firm with major regional presence in Greater China, Southeast Asia, and North America.
Your new role
As a Quantitative Analyst within the sell-side team, you will develop and enhance pricing models and risk analytics for Rates, FX, and Commodities. You'll work closely with trading and structuring desks to deliver real-time tools and support for derivative products. Responsibilities include:
- Designing and calibrating models for swaptions, exotics, barriers, and seasonal commodity derivatives.
- Building hybrid cross-asset models and scenario analysis tools for tail risk events.
- Developing infrastructure for real-time Greeks, P&L explainers, and XVA adjustments.
- Integrating models into pricing and risk systems using Python and C++.
What you'll need to succeed
- MSc/PhD in Quantitative Finance, Mathematics, Physics, or Engineering.
- 5-15+ years of experience in a sell-side quant role, depending on seniority.
- Strong programming skills in Python (NumPy, pandas) and modern C++.
- Deep understanding of stochastic calculus, PDEs, Monte Carlo, and Fourier methods.
- Hands-on experience with structured products in Rates, FX, and Commodities.
What you need to do now
- MSc/PhD in Quantitative Finance, Mathematics, Physics, or Engineering.
- 5-15+ years of experience in a sell-side quant role, depending on seniority.
- Strong programming skills in Python (NumPy, pandas) and modern C++.
- Deep understanding of stochastic calculus, PDEs, Monte Carlo, and Fourier methods.
- Hands-on experience with structured products in Rates, FX, and Commodities.
