An international bank in Hong Kong is looking for quant analyst for their equity structured product team. We are looking for someone with 2-5 years of relevant experience preferably in performing quantitative modeling in equity structured products and developing modeling tools.
Quant Risk Analyst
A leading European bank in Hong Kong is hiring a senior quant risk analyst to head up the counterparty risk analytic activities in Asia Pacific region.
Responsibilities
• Credit risk exposure models designing and construction
• Ensure pricing and risk models are developed and implemented correctly
• Counterparty exposure analysis on equity exotics products
Qualifications:
• At least 5-7 years of experience
• Quantitative background
• Experience in credit risk exposure/counterparty risk exposure, or market risk/product control
• Comfortable working with exotic/hybrid products across asset classes
• Familiar with basic pricing models such as Black Scholes formula or interest rate models
• Experience in Potential Future Exposure (PFE) caluculation is highly regarded
• Familiar with Excel and VBA to modify pricing/risk models
• Basic understanding of C++
.gif)