VP - Quantitative Analyst (Hong Kong Based)

Nicoll Curtin; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Nicoll Curtin is partnering with a global financial institution to hire a Senior Quantitative Analyst in Hong Kong. You will develop quantitative models, analytics and tools to support trading decisions, market and counterparty risk, and resource optimization in the Delta One space.

You will collaborate closely with traders, researchers and technologists to enhance pricing, hedging, and workflow efficiency while identifying revenue opportunities and improving trading performance in a dynamic

Qualifications

• Strong communication skills and ability to work with traders and senior stakeholders.
• Advanced knowledge of probability, stochastic processes, statistics and data analysis.
• Master’s degree in financial mathematics or a quantitative discipline; PhD welcomed.

Responsibilities

• Develop and implement quantitative models for pricing, hedging, risk management and trading decisions.
• Conduct research, statistical analysis and market data calibration.
• Build and maintain analytical libraries and front office tools.
• Support traders with portfolio analysis, exposure management and daily trading requirements.
• Identify opportunities to improve workflows, automation and revenue generation.
• Partner with trading, sales, technology and risk teams.
• Take ownership of model controls, documentation and production support.

Skills

Strong communication skills

Python programming

Probability & statistics

Data analysis

Delto One/product knowledge

Education

Master's in financial mathematics

PhD welcomed

Tools

C++

Jupyter

Dash

Job description

Nicoll Curtin is partnering with a global financial institution to hire a Senior Quantitative Analyst to join its front office Prime Services team in Hong Kong.

You will work closely with traders to develop quantitative models, analytics and tools that support trading decisions, market risk, counterparty risk, inventory management and financial resource optimization. The role will also involve identifying revenue opportunities, improving trading workflows and supporting the continued growth of the Delta One business.

Key Responsibilities

• Develop and implement quantitative models for pricing, hedging, risk management and trading decisions
• Conduct research, statistical analysis and market data calibration
• Build and maintain analytical libraries and front office tools
• Support traders with portfolio analysis, exposure management and daily trading requirements
• Identify opportunities to improve workflows, automation and revenue generation
• Partner with trading, sales, technology and risk teams
• Take ownership of model controls, documentation and production support

Required Experience

• Strong experience within quantitative research, quantitative development or front office analytics
• Good knowledge of Delta One products, including index futures, total return swaps, custom baskets, single stocks and equity ETFs
• Understanding of FX and interest rate hedging
• Advanced Python programming skills
• Familiarity with C++ or another object oriented programming language
• Strong knowledge of probability, stochastic processes, statistics and data analysis
• Master’s degree in financial mathematics or a quantitative discipline, with PhD qualifications welcomed
• Strong communication skills and the ability to work directly with traders and senior stakeholders

Preferred Experience

• Experience in Delta One pricing, hedging, market making or portfolio optimisation
• Previous exposure to Prime Services or equity financing
• Experience developing across Windows and Linux environments
• Knowledge of Jupyter, Dash or similar data visualisation tools
• Experience automating quantitative or trading workflows

Lastly, we will be only be able to consider candidates who are currently based in Hong Kong and have full working rights.