FIC Quant Analyst – Hong Kong

Barclay Simpson; Singapore; On-site; SGD 326,000 - 570,000; Full time

Job summary

Barclay Simpson is seeking a VP – FIC Quantitative Analyst on the Hong Kong trading floor. You will develop and enhance pricing, marking and risk solutions for flow, exotic and hybrid fixed income derivatives, directly alongside traders and structurers.

You will build models in C# and Python, prototype ideas quickly, and integrate pricing tools into front-office systems while supporting live pricing and risk management in a fast-paced environment.

Qualifications

• Master’s degree in Mathematics, Financial Engineering, Physics, Engineering, Finance or another quantitative discipline.
• Strong C# and Python skills with solid grounding in financial mathematics and derivatives pricing.
• Excellent communication skills and ability to operate in a fast-paced trading environment.

Responsibilities

• Develop pricing, valuation, hedging and risk solutions for fixed income derivatives.
• Collaborate with traders and structurers on product design, pricing and risk requirements.
• Build and enhance quantitative models using C# and Python.
• Use Python for prototyping and rapid testing of new ideas.
• Implement pricing libraries and analytical tools into front-office systems.
• Support the desk on live pricing, hedging, risk and production issues.
• Monitor model performance and refine approaches as market conditions evolve.

Skills

C#

Python

Derivatives pricing

Quant analytics

Communication

Education

Master's degree in quantitative discipline

Job description

VP – FIC Quantitative Analyst
Hong Kong

Company Overview

Our client is a leading global investment bank with a strong presence across Asia and a well-established Fixed Income and Currencies platform in Hong Kong. The business offers an environment where quantitative professionals work closely with trading and structuring teams on complex products, pricing solutions and market-driven innovation.

Role Overview

This is a front-office VP-level Quantitative Analyst opportunity within the Fixed Income and Currencies business.

Working directly alongside traders and structurers on the Hong Kong trading floor, you will be responsible for developing and enhancing pricing, marking and risk solutions across flow, exotic and hybrid fixed income derivatives. The role offers genuine proximity to the desk, direct exposure to market activity and the opportunity to influence product development and trading decisions.

Day-to-Day Activities

• Develop pricing, valuation, hedging and risk solutions for fixed income derivatives.
• Work directly with traders and structurers on product design, pricing and risk requirements.
• Build and enhance quantitative models using C# and Python.
• Use Python for prototyping, quantitative analysis and rapid testing of new ideas.
• Implement pricing libraries and analytical tools into front-office systems.
• Support the desk on live pricing, hedging, risk and production issues.
• Monitor model performance and refine approaches as market conditions and products evolve.

Experience Necessary

• Minimum 5 years’ experience in front-office quantitative analytics, derivative pricing or a closely related markets role.
• Strong experience with fixed income derivatives, ideally including flow, exotic and hybrid products.
• Proven experience working directly with trading and structuring teams within an investment bank.

Qualifications & Skills Needed

• Master’s degree in Mathematics, Financial Engineering, Physics, Engineering, Finance or another quantitative discipline.
• Strong C# and Python skills, alongside a solid grounding in financial mathematics and derivatives pricing.
• Strong communication skills and the ability to operate effectively in a fast-paced trading environment.