The FX Option business is looking for a quantitative strategist at the Associate level. The strategist will work globally with other FX Option strategists, the trading desk, sales, structuring and IT.

Responsibilities:

• Developing new pricing models and maintaining and improving existing models.
• Supporting traders with deal pricing, risk management and scenario, model and PNL investigation.
• Developing tools for pricing and risk-management and for data, hedging, trade, risk, and scenario analysis.
• Working with IT on delivery and testing of models and tools in trading desk applications.
• Working with controllers and the model risk groups on model documentation and approval.

Skills required:

• Excellent analytical and problem-solving skills.
• MSc or PhD in mathematics, physics, or a similar quantitative subject.
• FX Option product, market, and pricing model knowledge.
• Strong coding and developer skills (preferably with Scala and/or C )
• Good communication skills for interactions with the trading desk, sales, structuring and IT on technical and other issues.

Job: *Trader Support

Title: FX Option Quantitative Strategist

Location: Non-Japan Asia-Hong Kong-Hong Kong-Hong Kong

Requisition ID: 3252571