Our client is a leading Hedge Fund based in Hong Kong who is expanding and growing at an exceptional rate.
Currently at $1billion AUM they are seeking expansion opportunities which includes adding an equity modeler to the team.

Summary: Incumbent in this position is responsible for quantitative modelling and statistical
work and implementation. Collaborate with internal Quantitative Team, Portfolio Managers and Traders.

Essential Duties and Responsibilities:

 Review all internal models currently being used on equities
 Finalize internal library for options/variances and some other light exotic products
 Work with all aspects of modeling for new strategies (cross asset)
 Develop and implement high frequency options trading
 Partner with Quant team to finalize time series scoring/rankings for PMs
 Assist Quant Team to finalize a comprehensive analysis tool for back testing platform
 Partner with PMs on portfolio/new products /stress testing/understanding
 Work with PMs to implement new pay offs
 Other duties may be assigned to meet business needs.

Job Requirements:
 The ideal candidate should have recently completed a PhD/Master in
Finance/Economics/Statistics/Computer Science.
 Extensive experience in trading/pricing/structuring complex equity derivatives for hedge
funds.
 Product knowledge; down dispersion swaps, option on dispersion, timer options, calendar
dispersion spreads, basket skew swaps, etc.
 Candidate should have excellent programming skills in Matlab, and should be familiar
with recent advances in asset pricing and Bayesian econometric literature. Familiarity
with structured query language and experience building and using robust statistical
financial models is a plus.
 Strong knowledge of equity markets, understanding of options is a plus.

Quantitative Analyst; Front Office; Equity; Exotics; Vanilla; Derivatives; Trading; trader; High Frequency; C++; Vice President; Director; Hong Kong; Hedge Fund; Buy side;
To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137.
www.selbyjennings.com