(Senior) Quantitative Strategist/Trader

My client is a World-Leading Trading Firm. They are seeking talents to participate in their major Prop Trading and Market-Making projects.


  • Work closely with Quants and Traders to design and implement complex pricing libraries used for exotic market models
  • Work on pricing model integration and functional enhancements in valuation components of product risk and P&L system
  • Evaluate different types of exotic derivatives under different models (SABR Model, Jump-diffusion models, etc)
  • Perform the integration of large data sets, develop and maintain data analytics and tools to monitor data quality
  • Work with quants and developers in relation to trade issues and risk management tools


  • Bachelor’s degree in Engineering, Computer Science, Math, Physics; MSc/Ph.D. background is highly preferred
  • Expertise with at least one OOP language such as Java, C++, and C#. Knowledge of Python and its related libraries is a plus
  • Experience in numerical methods such as Monte Carlo Methods, PDE solvers, and lattice methods; Familiar with Stochastics volatility models or jump-diffusion models
  • Good analytical, problem-solving, and communication skills
  • Equipped with experience in exotics trading in digital assets or other asset classes will be classified as Traders

Job Details

  • Negotiable
  • Hong Kong
  • Permanent


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