Senior Front-Office FIC Quant - Cross-Asset Desk

Barclay Simpson; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Barclay Simpson in Hong Kong is supporting a leading global investment bank for a VP-level front-office FIC Quant hire. The role is desk-facing, collaborating with traders and structurers across Rates Exotics, Rates Flow, FX, hybrids and Credit.

The successful candidate will develop pricing, valuation, hedging and risk solutions; build models in C++ and Python; mentor junior quants and own projects across multiple business lines.

Qualifications

• 5+ years front-office quant experience in an investment bank.
• Strong derivatives pricing background essential.
• Exposure across Rates Exotics, Rates Flow, FX, hybrids, Credit or XVA is highly relevant.

Responsibilities

• Develop pricing, valuation, hedging and risk solutions across FIC products.
• Work directly with traders and structurers on product and market requirements.
• Build and enhance quantitative models using C++ and Python.
• Investigate numerical and modelling issues across asset classes with shared quant libraries.
• Support live pricing, hedging and production issues.
• Take ownership of projects and work across multiple business lines.
• Mentor and support more junior quants.

Skills

C++

Python

Front-office quant

Cross-asset

Job description

Barclay Simpson in Hong Kong is supporting a leading global investment bank for a VP-level front-office FIC Quant hire. The role is desk-facing, collaborating with traders and structurers across Rates Exotics, Rates Flow, FX, hybrids and Credit.

The successful candidate will develop pricing, valuation, hedging and risk solutions; build models in C++ and Python; mentor junior quants and own projects across multiple business lines.