VP - Quantitative Analyst

About Us: Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by: a) not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions); b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China; c) integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions. Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term). We are seeking a highly skilled Quantitative Analyst to join our sell-side quant team, specializing in Rates, FX, and Commodities. You will be responsible for developing and maintaining pricing models, risk analytics, and trading tools for structured derivatives and flow products. This role sits at the intersection of trading, structuring, and risk management, requiring strong mathematical foundations, programming expertise, and commercial awareness. Key Responsibilities: Pricing & Model Development Design, implement, and calibrate pricing models for Rates (swaptions, inflation, exotics), FX (barriers, accumulators), and Commodities (oil, gas, power derivatives). Enhance existing models for stochastic rates (e.g., Hull-White, LMM), FX local/stochastic vol (e.g., Heston, SABR), and commodity curve dynamics (mean-reverting jumps, seasonal adjustments). Develop hybrid models for cross-asset products (e.g., FX-linked inflation swaps, commodity-IR hybrids). Risk Analytics & Trading Support Implement scenario analysis tools for tail risks (e.g., yield curve inversions, commodity squeezes). Compute and optimize XVA adjustments (CVA, FVA, MVA) for derivative portfolios. Build real-time Greeks calculators and P&L explain tools for traders. Infrastructure & Automation Optimize model performance via GPU acceleration (CUDA) or parallel computing. Integrate models into the bank’s pricing/risk stack (Python/C++ libraries, Excel interfaces). Automate curve construction and volatility surface calibration. Requirements: Education MSc/PhD in Quantitative Finance, Math, Physics, or Engineering. Experience 5+ years in a sell-side quant role with direct exposure to Rates, FX, or Commodities. Technical Skills Programming: Expert-level Python (NumPy, pandas) and C++ (modern standards). Modeling: Deep knowledge of SDEs, PDEs, Monte Carlo, and Fourier methods. Products : Hands-on experience with: Rates: Caps, Swaptions, Bermudans, yield curve derivatives. FX: TARF, PRDC. Commodities: Mid-Curve Options, Swing Options, Seasonality Models About Us Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by: a) not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions); b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China; c) integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions. Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term). Get In Touch We invite you to introduce yourself to our recruiters, and we will be sure to reach out if we come across a role that aligns with your skills and qualifications. We value the opportunity to learn more about you and your professional background. Please provide us with your information, including your resume and any relevant details, so we can keep you in consideration for future opportunities. We appreciate your interest in joining our organization, and we look forward to the possibility of connecting with you soon! Why work here? At our organization, we strive to create an environment that fosters growth, collaboration, and innovation. We value our employees' contributions and provide ample opportunities for professional development. Our team is passionate, driven, and committed to making a meaningful impact. Join us to be part of a dynamic workforce where your skills and ideas are valued and where you can grow both personally and professionally. Together, let's achieve greatness and create a rewarding journey.