Hong Kong / Permanent / Front Office Derivatives Quant (rates options) / Tier One Investment Bank

Hong Kong / Permanent / Front Office Derivatives Quant / Tier One Investment Bank

A leading investment bank is looking for a Vice President-level Quantitative Analyst to join its front-office derivatives function. This is a hands-on modelling role focused on pricing, analytics, and risk support across complex rates options and exotics products.

The role will work closely with trading, sales, and technology teams to develop and maintain quantitative models, support risk management, and deliver analytics that directly impact trading decisions.

Key Responsibilities

1. Develop, implement, and enhance quantitative models for complex rates derivatives products.
2. Supportpricing, risk management, and trading strategy across interest rate derivatives markets.
3. Conduct in-depth quantitative research, statistical analysis, and market data modelling.
4. Own and maintainfront-office analytical libraries and modelling infrastructure.
5. Partner closely with trading and sales teams to understand client requirements and deliver tailored solutions.
6. Provide subject matter expertise on quantitative methodologies, model development, and best practices.
7. Contribute to strategic initiatives, process improvements, and control/governance standards within the desk.
8. Advise senior stakeholders on quantitative, modelling, and risk-related matters.

Requirements

1. Strong hands-on quantitative modelling experience within derivatives.
2. Direct experience with complex options modelling is essential.
3. Solid understanding of rates, products, options, and non-linear derivatives.
4. Strong mathematical, statistical, and analytical background.
5. Experience building or enhancing pricing models, risk models, and front-office analytics.
6. Strong programming skills, ideally in Python, C++, or similar.
7. Ability to work closely with traders and front-office stakeholders.
8. Excellent communication skills with the ability to explain complex quantitative concepts clearly.

This is an excellent opportunity for a strong desk quant to work on complex derivatives products in a high-impact front-office environment.

For a confidential discussion, please contact:

mailto:[email protected]