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The role is an opportunity to work as a desk quant for a rapidly expanding group, 8 traders so far at two Asian centres - Hong Kong and Tokyo. As a consequence, the role will interact heavily with traders and structurers.
Experience required in both credit and interest rate derivatives. The basic requirements are:
A Team player with good communcation skills to deal with Asian, London and New York offices on a daily basis.
Desk quant experience with a major investment bank in credit and/or interest rate business
Have the capacity to analyze complicated products and come up with a quick and solid solution.
Have good model implemntation skills using VBA and C++.
Have a solid and advanced educational background, ie. PhD in math, statistics, physics and engineering.
Candidate to interact with clients to educate and explain complicated transactions. The major task for the position is to solve the daily desk requests and to leverage other team members in New York and London for long term quantitative development.
The person will spend the first few weeks in New York and London to be familar with the environment and establish realtionship with quants and traders in London and New York before the departure for Hong Kong.
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