About this role
Hong Kong, Hong Kong SAR, Hong Kong
Primary Responsibilities
- Market data calibration and marking tools / processes development
- Main focus is volatility marking: imply vol from listed options prices, mark vol moves for events
- Work closely with sales, trading, strats, IT and financial engineering teams to streamline pricing and booking
Skills required
- Bachelor or Master degree in a quantitative subject such as Mathematics, Physics, Computer Science, Engineering.
- Working knowledge of equity derivatives products is required
- Working experience of 2/3+ years in a front office environment.
- Strong programming skills (Java, C++) applied within the library of a front office tech or strats/quants.
- Drive and desire to work in an intense team-oriented environment
Required Skills
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Banking
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Java
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