Citi APAC - Delta One Equity Quant - VP - Hong Kong in Hong Kong

  • Primary Location: Hong Kong SAR of PRC,Hong Kong,Hong Kong

  • Education: Bachelor's Degree

  • Job Function: Institutional Sales

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 18033149



  • Citi's Equity Division seeks a junior Equity Quant for its APAC Equity division. The candidate will be involved in all the equity businesses with a focus on Delta One to develop new models, algorithms and optimizers; and also help the business with their daily quantitative asks.

  • This candidate will contribute to the development of the modeling capabilities of the Delta One franchise, working within the APAC Equities derivative team but contributing on a global scale in increasing Citi market share in that line of business



  • The ideal candidate would have worked previously with trading desks to develop, manage and extend quantitative models for equity derivative pricing and hedging processes (1+ year, or equivalent relevant internship). He or she would have had an experience in maintaining and supporting production processes and in developing analytic libraries. Furthermore, the candidate needs to have “hands-on" programming experience with an object-oriented development platform preferably with C+ Skills:

  • Good equity derivatives knowledge

  • Must have strong technology skills with a proven track record of implementing pricing models projects

  • Strong interpersonal and communication skills (verbal and written)

  • Team player

  • Ability to juggle multiple tasks and projects in a fast paced work environment


  • PhD/Master in Maths/Physics/Statistics or related subjects