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.
• 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.
• MSc/PhD in Quantitative Finance, Math, Physics, or Engineering.
• 5+ years in a sell-side quant role with direct exposure to Rates, FX, or Commodities.
• Programming: Expert-level Python (NumPy, pandas) and C++ (modern standards).
• Compute and optimize XVA adjustments (CVA, FVA, MVA) for derivative portfolios.
• Build real-time Greeks calculators and P&L explain tools for traders.
• 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.
• MSc/PhD in Quantitative Finance, Math, Physics, or Engineering.
• 5+ years in a sell-side quant role with direct exposure to Rates, FX, or Commodities.
• Programming: Expert-level Python (NumPy, pandas) and C++ (modern standards).

Infrastructure & Automation

Requirements:

Education

Experience

Technical Skills

• Modeling: Deep knowledge of SDEs, PDEs, Monte Carlo, and Fourier methods.
• Rates: Caps, Swaptions, Bermudans, yield curve derivatives.
• FX: TARF, PRDC.
• Commodities: Mid-Curve Options, Swing Options, Seasonality Models
• Modeling: Deep knowledge of SDEs, PDEs, Monte Carlo, and Fourier methods.
• Rates: Caps, Swaptions, Bermudans, yield curve derivatives.
• FX: TARF, PRDC.
• Commodities: Mid-Curve Options, Swing Options, Seasonality Models

Products : Hands-On Experience With: