Commodity Derivatives Quant: Pricing & Systems Engineer

CLSA; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

A financial services firm located in Hong Kong seeks a skilled individual to design and develop pricing models and trading management systems for commodity derivatives. This role requires strong quantitative skills and experience in financial derivatives. Responsibilities include enhancing trading systems, modeling derivative pricing, and collaborating with traders for efficient risk management. Ideal candidates will have excellent communication and problem-solving abilities, alongside a responsibility-driven attitude.

Qualifications

• Prior experience in financial derivative option pricing models and development.
• Strong foundation in derivative pricing theory.
• Ability to understand business requirements and conduct programming.

Responsibilities

• Design, implementation, and development of functionalities for commodity swaps and options systems.
• Spearhead modeling and calibration of pricing models.
• Maintain models and systems to support trading operations.

Skills

Financial derivative option pricing models

Programming skills

Communication skills

Logical thinking

Team spirit

Job description

A financial services firm located in Hong Kong seeks a skilled individual to design and develop pricing models and trading management systems for commodity derivatives. This role requires strong quantitative skills and experience in financial derivatives. Responsibilities include enhancing trading systems, modeling derivative pricing, and collaborating with traders for efficient risk management. Ideal candidates will have excellent communication and problem-solving abilities, alongside a responsibility-driven attitude.