APAC Equity Derivatives Quant | Desk‑side Pricing & Risk

Pinpoint Asia; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Leading Global Investment Bank is seeking a Quantitative Analyst to support and enhance its APAC Equity Derivatives pricing and risk platform, sitting near the trading desk. You will perform price modeling, platform support, and quantitative data analysis for complex equity products.

The role requires 2–7 years in equity derivatives, strong Python/C++/C# and Linux skills, and a Master’s/PhD in a quantitative field. Relocation candidates welcome and collaboration with global teams is key.

Qualifications

• Strong programming in Python/C++/C# and Linux
• Solid foundation in stochastic calculus and quantitative finance concepts
• Master's or PhD in Applied Mathematics, Quantitative Finance, Engineering, or related field

Responsibilities

• Provide real-time quantitative support to trading desks on pricing, hedging, and model troubleshooting for exotic and listed equity derivatives.
• Support, maintain, and enhance the regional equity pricing and risk management platform.
• Implement and refine analytics tools and quantitative models with global teams.
• Collaborate with Risk, Compliance, and IT to ensure model accuracy and operational efficiency.

Skills

Python

C++

C#

Linux

Stochastic calculus

Option Greeks

Quantitative finance

Education

Master's or PhD in Quantitative field

Tools

Job description

Leading Global Investment Bank is seeking a Quantitative Analyst to support and enhance its APAC Equity Derivatives pricing and risk platform, sitting near the trading desk. You will perform price modeling, platform support, and quantitative data analysis for complex equity products.

The role requires 2–7 years in equity derivatives, strong Python/C++/C# and Linux skills, and a Master’s/PhD in a quantitative field. Relocation candidates welcome and collaboration with global teams is key.