Analyst - Model Servicing Team for Japanese market
Hong-Kong based
Purpose of Role:
Although Barrie & Hibbert is very strong in the global economies selected, we have yet to establish a presence in the Japanese market and servicing local clients. Primary purpose of the role is one of understanding and communicating B+H stochastic asset models and related research to Japanese clients. This role will gradually grow into more client-facing, consulting and model implementation role. Needless to say it will require a strong quantitative background with fluency in both English and Japanese languages.
Roles and Responsibilities:
- Communicating complex technical ideas to clients and colleagues with varied levels of technical knowledge in English and Japanese
- One time translation of technical and model documentation from English to Japanese
- Communication of model developments, research and industry insights with clients and our own consultants
- Working with clients on consulting and model implementation assignments
- Getting involved in other suitable company-wide projects
Candidate Profile:
The candidate will have a Quantitative Ph.D. degree (or relevant M.Sc.) in a quantitative field (e.g., mathematics, physics, engineering, finance) as well as several years of directly relevant experience (for example, at a bank or risk vendor or consulting firm). A good understanding of interest rate, credit and stochastic volatility models is essential as well as strong numerical and programming skills and experience of model implementation.
A fluency in verbal and written English and Japanese is a must.
Essential Skills:
- The candidate should be familiar with and have substantial experience working with Monte Carlo simulation techniques and Stochastic Calculus
- Detailed knowledge of financial modelling with experience of interest rate models (Hull-White, HJM, BGM/LMM or other) and/or stochastic volatility models (Heston, SABR, etc…)
- Good knowledge of Excel/VBA
- Excellent communication skills – both verbal and written in English and Japanese
- Pragmatic approach to problem solving
- Strong interpersonal skills with the ability to build relationships quickly internally and with clients
- Self-motivated
- Team player
- Uses feedback positively
- Solution driven
Desirable Skills:
- Experience in one of C++, Java or C#
- Programming skills and experience of model implementation Education and Experience: Quantitative Ph.D. degree (or relevant M.Sc.) in a quantitative field (e.g., mathematics, physics, engineering, finance)
- 3+ years of directly relevant experience (for example, at a bank, risk vendor or consulting firm)
To apply for this role please e-mail recruitment@barrhibb.com