Job Offer Finance Quantitative FX Derivatives Strategist–Associate/VP–Hong Kong selby-jennings-hong-kong Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.Use the "Print" option on your web browser to print this ad.
Quantitative FX Derivatives Strategist–Associate/VP–Hong Kong
A tier 1 investment bank are currently looking to add a quantitative FX strategist to their team in Hong Kong.
You will report directly to the head of FX strategy and be part of one of the most successful and highest performing groups in the market.
Your responsibilities will include:
-Developing quantitative FX models,
-Developing macroeconomics-based currency valuation framework,
-Development of analytical tools and trade ideas,
-Quantitative analyses,
-FX Derivatives trade recommendations,
-Developing a forecasting model for carry trades,
-Interacting with sales and traders with trade recommendations and market commentary and analysis,
-Maintaining the FX quantitative frameworks.
In order to perform well within this role you should have strong statistical and econometric skills however you should also have a solid understanding of global macroeconomic markets.
The ideal candidate will have :
-Ph.D. in Economics from a leading University,
-Excellent Econometrics skills (Time Series and Cross-Sectional),
-Programming skills within:- Matlab, C++, VBA, SAS etc and other statistical languages,
-Familiarity with fair value models/ commodity currency models, carry, trend and momentum,
-Relocation will be offered for the right candidate,
-There is an excellent salary and bonus package on offer.
Please apply directly by mail or visit our website at www.selbyjennings.comAll CV's must be sent in word format.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
