int(5937)
Hong Kong

Quantitative Analyst – Hedge Fund

Our client is a well-reputed multi-strategy global hedge fund.  As part of their expansion plan in Asia, they are hiring for a newly created role Quantitative Analyst, based in HK.

Please contact Gap Cheung at +852 3952 7205 or email your cv directly in word format with job reference number: JO0000004767 to hkcareers@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

 

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Key responsibilities

  • Responsible for the development and enhancement of the core Fixed Income Quant Analytics Library and front office tools.
  • The code library is written in C++ and serves to provide functions to clients such as valuation, risk, scenario & VaR calculations for OTC, listed derivatives, cash fixed income products, etc.
  • Build and support market leading Portfolio Management System for investment managers.
  • Ensure the asset management services are delivered to a market leading standard, which includes real time pricing, scenario, risk, P&L, and portfolio positions, etc.

Role requirements

  • Degree holder in Quantitative disciplines
  • 5-8 years of experience as Quantitative Analyst in Fixed Income; work experience in Hedge Fund is preferred
  • Sound knowledge of Credit and Interest Rates markets and modelling
  • Good understanding of how investment managers view and manage their risk
  • Proficiency at C++ is a definite advantage; experience in C#, SQL, Excel is a plus
  • Experience supporting production environments, particularly C++ projects
  • Solid track record of liaison with overseas offices, experience working and communicating with Traders
  • Fluent English is a MUST
  • Ability to work independently, self-motivated, and proactive