Hong Kong / Front Office Quant / Equity Derivatives & QIS / Tier One Investment Bank

Overview

Our client is a leading global investment bank expanding its Front Office Quant team supporting the Equity Derivatives and QIS trading business in Hong Kong. This role sits directly alongside traders and quantitative teams, focusing on the development of pricing models, quantitative analytics, and high-performance trading infrastructure used in live trading environments.

The role combines quantitative research and hands-on engineering, with exposure across volatility, exotic derivatives, and systematic investment strategies. You will work closely with senior quants and traders on complex modelling problems, trading analytics, and platform enhancements.

Requirements

1. Strong experience across Equity Derivatives, QIS, Volatility, Flow or Exotic products
2. Strong grounding in stochastic calculus, Black-Scholes, and options pricing theory
3. StrongPython skills with exposure to C++
4. Experience building pricing, risk, or quantitative analytics libraries
5. Master’s or PhD in a quantitative discipline
6. Ability to work closely with traders and quantitative teams

Why Apply

1. Front-office role with direct trading impact and visibility
2. Work within a lean, highly technical quant team
3. Opportunity to contribute to next-generation pricing and trading infrastructure
4. Strong exposure to advanced modelling and quantitative research initiatives

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