Quantitative Analytics (Equities Derivatives/ Delta One) / Tier One Investment Bank Hong Kong

About the firm

A leading global investment bank with a well-established Prime Services platform, supporting institutional clients across equities financing, Delta One products, and structured solutions. The Hong Kong team plays a key role within the regional Equities franchise.

Role objective

This VP-level Quantitative Analyst will partner closely with traders to develop pricing models, analytics tools, and risk frameworks. The role focuses on supporting trading decisions, managing market and counterparty risk, and optimising inventory and financial resource usage across Delta One products.

Requirements

• • Strong working knowledge of linear equity derivatives (index futures, total return swaps on indices/custom baskets/single stocks), ETFs, and associated FX/IR hedging
  • Experience in Delta 1 pricing, hedging, market making, or optimisation (strong differentiator)
  • Advanced proficiency in Python , with familiarity in C++ or other object-oriented languages
  • Solid understanding of equity financing structures and risk management principles

Why this role

• • Front-office quant seat embedded within a growing Prime Services business
  • Direct daily interaction with traders and exposure to trading strategy and revenue optimisation
  • Ownership of analytical libraries and desk infrastructure
  • Clear VP mandate with strategic influence across desk workflows and risk management

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