Top Asian investment bank seeks experienced FX Quantitative analyst for Hong Kong and Singapore. The successful candidate will join a team of exceptional Quants, in one of the most highly regarded firms in the world, to develop and lead a group of juniors. Working closely with the trading desk, the successful candidate will provide quantitative support to exotics and volatility traders on pricing and hedging of complex structured products and collaborating with senior quants to create and improve tools for better analyzing and managing risk of the current positions. The successful candidate will be exposed to all business orientated parts of the trading and sales process. This role is an opportunity to fast track your career, as the training and development offered by my client is world renowned. The compensation offered by my client is market beating and other fringe benefits such as healthcare and housing allowance make the total package exceptional. The successful candidate may adhere to the following criteria: An exceptional academic background with a PhD, MSc or DEA in Mathematics, Theoretical Physics or Financial Engineering, or a highly quantitative subject. Knowledge of mathematics including Stochastic calculus, Monte Carlo simulations and PDE’s, Exposure to Stochastic volatility, Libor Market model, BGM and BGMFX Experience at Associate or VP level in a quantitative analyst role from a top team My client pays top compensation for exceptional candidates. Please apply to jobs@selbyjennings.com www.selbyjennings.com
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