APAC Equity Derivatives Quantitative Analyst (Pricing Risk)

Pinpoint Asia; Hong Kong; On-site; HKD 1,000,000 - 1,800,000; Full time

Job summary

Pinpoint Asia, on behalf of a leading global investment bank in Hong Kong, seeks a Quantitative Analyst to support APAC Equity Derivatives pricing and risk platform near the trading desk.

You will develop and refine analytic models, provide real-time pricing and hedging support, and collaborate with regional Risk, Compliance and IT teams. A Master’s/PhD and strong Python/C++/C# skills in Linux are required.

Qualifications

• 2-7 years of quantitative experience in equity derivatives, including OTC exotics and listed options.
• Strong foundation in stochastic calculus and quantitative finance concepts (stochastic/local volatility) and option Greeks.
• Proficiency in Python/C++/C# and Linux environment.
• Master’s or PhD in Applied Mathematics, Quantitative Finance, Engineering, or related field.
• Strong interpersonal skills to interface with traders and cross-functional regional teams.

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 in collaboration with global quantitative research teams.
• Collaborate with Risk, Compliance, and IT teams to ensure model accuracy and operational efficiency.

Skills

Quantitative analysis

Stochastic calculus

Option Greeks

Python

C++

C#

Linux

Education

Master's or PhD in Applied Mathematics/Quantitative Finance

Tools

Python

C++

C#

Linux

Job description

Pinpoint Asia, on behalf of a leading global investment bank in Hong Kong, seeks a Quantitative Analyst to support APAC Equity Derivatives pricing and risk platform near the trading desk.

You will develop and refine analytic models, provide real-time pricing and hedging support, and collaborate with regional Risk, Compliance and IT teams. A Master’s/PhD and strong Python/C++/C# skills in Linux are required.