Position Description We are a leading and fast-growing Chinese investment bank seeking an experienced Quant Developer to join our Equity Derivatives desk. You will work closely with traders, structurers, and quantitative teams to develop and support high-performance systems
What We Do: Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and
What We Do: Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and
About Goldman Sachs The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes
Excited to grow your career? BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than
Key responsibilities: Full end to end leadership of new business initiative and technology transformation initiatives, with focus on automation Engage cross-functional stakeholders to elicit requirements, drive feature prioritization, and coordinate delivery across Sales, Trading, QR, Data,
Counterparty Risk (CCR), part of Wholesale Credit Risk, is responsible for measuring and monitoring counterparty exposures across OTC derivatives (cleared and non-cleared), Futures and Options, Prime Brokerage, Securities Financing, CCPs and Commodities. The broader CCR organization oversees
Associate, Global Markets Structuring, Asia Pacific Country: Hong Kong This role is responsible for supporting the development, structuring and execution of FX derivative and structured solutions for corporate clients across Asia. Working closely with Sales and Trading teams,
The Equity Derivatives Quant team is looking for an experienced developer to support the Equity Derivatives Quantitative business division. The candidate will be responsible to develop market making and trading strategies on the in-house built market making platform for
Job Title: Quantitative Strategist Corporate Title: Associate Division: Global Markets, Asia Ex Japan (AEJ) Location: Hong Kong Licensed: No Company Overview Nomura is a global financial services group with an integrated network spanning over 30 countries and regions.
The Equity Derivatives Quant team is looking for an experienced developer to build index and statistical arbitrage strategies, conduct business analytic and intelligence support for Prime Service/SBL/Delta One desk. The developer will work within a system comprising
Overview The position is within Front Office, reporting to Equity Derivatives Department. The role will work directly with the Front Office Trading, Sales, Structurers and Quantitative desks covering trade booking for the Equity Derivatives and Delta 1 products. Responsibilities
Key Areas of Responsibilities Risk Management: Monitor client portfolios and transactions to identify and address any potential risks or compliance issues. Collaborate with the risk management and compliance teams to ensure adherence to regulatory guidelines and
Key Areas of Responsibilities New Product Design and Market Exploration: Develop and design innovative products tailored to meet the evolving needs of our clients. Conduct market research to identify emerging trends and opportunities for product development.
Key Areas of Responsibilities Support traders in their daily work which includes trading, bookings, risk management, and resolving trading related issues. Responsible for execution, hedging, and market making. Work closely with the Sales team to provide
Key Areas of Responsibilities Design and develop new products. Price derivatives and conduct model testing. Execute deals and monitor transaction processes. Manage relationships with key regional and global clients through sales activities. Analyse portfolio risk and work
Position Description The Equity Derivatives Quant team is looking for an experienced developer to support the Equity Derivatives Quantitative business division. The candidate will be responsible to develop market making and trading strategies on the in-house built market making
Position Description The Equity Derivatives Quant team is looking for an experienced developer to build index and statistical arbitrage strategies, conduct business analytic and intelligence support for Prime Service/SBL/Delta One desk. The developer will work within a
CLSA in Hong Kong is seeking an experienced developer for its Equity Derivatives Quant team. The role involves building index and statistical arbitrage strategies while conducting business analytics for the Prime Service/SBL/Delta One desk. The ideal candidate
Key Areas of Responsibilities New Product Design and Market Exploration: Develop and design innovative products tailored to meet the evolving needs of our clients. Conduct market research to identify emerging trends and opportunities for product development.