Front Office FX Options Quant (AVP, VP), Hong Kong

Millar Associates (Hong Kong, Hong Kong) 2 days ago


  • Support the FX Options & other Cross-asset trading desks
  • Develop, implement models and test models developed by QR team in London
  • Sit with exotics traders, understand their problems and provide solutions
  • Implement models into the common C++ Library, FO booking system
  • Comply with regulatory requirements at both head office and Hong Kong local policies


  • 3 to 5 years' experience as a Quant (FX Options or structured rates / credit products)
  • Strong C++ and good experience of a managed Pricing library
  • Fluent in English
  • Strong communication and interpersonal skills, energetic, rigorous and team-oriented
  • Master Degree or PhD in Financial Mathematics, Engineering, Physics, etc.

Front Office FX Options Quant (AVP, VP), Hong Kong

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