This Front Office Quant team are market leaders in this APAC industry and have established their team as a top quantitative team in Hong Kong. This is a top tier American Investment bank with an outstanding reputation of producing the most high calibre models in the FX and IR exotics derivatives. The atmosphere is very interaction and quants joining this team would be exceptional technically and have the ability to explain complex ideas to a number of senior management figures in the bank. The successful candidate must have solid experience working with FX or IR products and cannot be afraid of taking risks and breaking boundaries, as this bank are frontiers for benchmarking the markets.

Responsibilities for the Front Office FX Quant Analyst role:
- Candidates will be looked at with between 1 – 5 years experience and compensation will relevant to candidate’s experience levels and exposure to the products and markets.
- You will be modelling and implementing models in the quant library in C++ daily, which requires large amounts of interaction between yourself, your team, traders, structurers, the risk departments and business managers.
You will have the ability gain an in-depth understanding of both the FX and IR derivatives markets and have the chance to gain product exposure to various asset classes.
- You will be working with PDE solvers, jump diffusion, LMM, BGM, HJM etc.
- Supporting the FX and IR Trading desk, assisting and supporting their use of the models created by Front Office. You will also write a tool for back-testing trading strategies and writing “rapid responses” for structurers and traders.
- The ability to develop pricing and calibration tools will also form part of the daily duties.
- Coming from a business perspective, you will need to be able to benchmark and compare results of various techniques and implement products using pricing engines and models.
- Rapid prototyping of models and products will be included.

Ideal background of the successful candidate:
- Previous Foreign Exchange or Interest rates product experience is ideal, but other backgrounds may be considered if the skill sets are transferrable.
- Must come from a Front Office Quant Analyst team, and looking for a bigger challenge or the chance to work with hybrid models.
- Exceptional coding skills and solid programming skills, e.g. C++, VBA.
- Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
- PhD in Maths/Physics/Financial Engineering (or any other quantitative subject) from a top-school.

To apply for this exceptional position you will need to have an excellent technical skill set and be able to take on this challenging role from day one. If you are interested in working at a top IB, please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137