About the Role

Join our dynamic Research & Development team in Hong Kong, a strategic financial hub at the heart of Asia’s fast-evolving markets. Our team develops cutting-edge pricing and risk management solutions for GBIS and plays a key role in transforming market activities and strengthening risk control frameworks.
As a Quantitative Analyst within the Fixed Income and Currencies team, you will contribute to the development of industrial-grade pricing and marking services for fixed income derivatives (flow, exotic, and hybrid products). This role is uniquely positioned within the Hong Kong trading floor, offering daily, hands-on collaboration with both traders and structurers, and direct exposure to market dynamics and product innovation.
You will operate in a highly collaborative and intellectually stimulating environment, where proximity to the trading desks and structuring teams fosters rapid feedback loops, agile development, and a deep understanding of business needs and client-driven structuring.

Model Design & Development

• Translate trader and structurer requirements into valuation, hedging, and risk monitoring solutions.
• Design, develop, and test models using object-oriented programming (primarily C# and python), ensuring high standards of performance, stability, and maintainability.
• Utilize Python for prototyping, data analysis, and model validation tasks.

Model Implementation

• Integrate pricing libraries into the information system, adhering to internal and external compliance procedures.

Model Use

• Provide daily support to trading and structuring teams on product modeling, risk analysis, hedge representation, and production monitoring.
• Leverage your physical proximity to the Hong Kong platform to ensure responsiveness and alignment with real-time market and client needs.

Model Monitoring

• Continuously assess and ensure the relevance and accuracy of models over time.