Duties & Responsibilities:
- Work closely with senior quant, traders and risk managers to build and maintain in-house analytics library to improve pricing and risk managing capabilities for equity derivatives
- Assist in the computational speed enhancement with C++ CUDA
- Integration of analytics library with the market-making, autopricing and risk management systems
- Documentation, maintenance and optimization of the analytic library
- Contribute in the development of volatility surface fitting tools
Requirements:
- Bachelors, Masters, PhD in quantitative subject such as Mathematics, Engineering, Computer Science from a top-tier institution
- Strong programming skills in C++, Python and Excel VBA
- Familiar with derivatives pricing, exotic and volatility products
- Previous experience in GPU programming with C++ CUDA is a plus.
- Previous programming experience with AI tools is a plus
- Solid analytical and quantitative skills with a keen attention to detail.
- Familiarity with financial markets and equity derivatives products is a plus.
- Ability to work in a fast-paced, high-pressure environment with strong communication and teamwork skills.
- Fluency in English, Mandarin and Cantonese.
We offer an attractive remuneration package and fringe benefits to the right candidate. Interested applicants please send detailed resume stating present and expected salaries, as well as date of availability, by clicking "Apply" or by sending it to
mailto:recruitment@gtjas.com.hk
(Data collected will be kept strictly confidential and used for recruitment purpose only.)
Guotai Junan International (Stock Code:
http://1788.HK
) is the first Chinese securities company listed on Hong Kong Stock Exchange by way of IPO. Based in Hong Kong, we provide diversified financial services including wealth management, brokerage, corporate finance, loans and financing, asset management and financial products. Through the systematic management and training, you will have the opportunity to maximize your talents on our board platform and empower your future with GTJAI.