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Quantitative Analyst/ VIE Hong Kong

Postée le 13 jan.

Lieu : Hong Kong · Contrat : Stage · Rémunération : VIE fixed Salary €

Description du poste


In CA-CIB, the Quantitative Research (QR) team is present in Paris, London, New York and Hong Kong. Its main mission is to define and develop models and methods used by the trading to price and hedge derivatives products.
In Hong Kong, the quantitative research aims to:
- contribute to studies, implementation and tests of models in coordination with the QR team
- support the local trading on all models/methods developed by the QR team
The VIE is located in Hong Kong
Key Responsibilities

Contribute to the missions of the QR team in Hong Kong mentioned previously through:
- Update, development of tools / pricers for the Trading desks
- Theoretical studies, model tests and developments for the non linear desks
In addition to the above requirements, the successful candidate should be able to work on prospective quantitative studies that involve implementing and applying Data Sciences/Machine learning techniques to help decision making algorithms for trading purposes.

Machine Learning Research Subject:
Model Independent Pricing and Deep Hedging: Inspired by recent paper Buehler et al. (2018), the purpose is to examine whether using machine learning algorithms can be used for optimal hedging and pricing derivatives in incomplete markets.

1. Communication
Key Internal Contacts

- Quantitative research Team
- Non-linear and linear traders in Hong Kong (Credit, Rates, FX, Structured Rates and Hybrids).

2. Systems Used – Internal

Pricing library (C++), Python, FO booking system, Office, Outlook, Intranet.

3. Legal and Regulatory Responsibilities
• Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the Hong Kong Compliance manual and Compliance policies and procedures as issued from time to time; Financial Security requirements, including, but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer.
• Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.

Profil recherché

• Master Degree or PHD in Financial Mathematics or Financial Engineering
• Fluent in English
• Strong communication and interpersonal skills, motivated, rigorous and team-oriented
• Eligibility to VIE conditions

Voir le fichier joint

Pour postuler :

Via Email: wail.elallali@ca-cib.com