a top Chinese securities firm
Use mathematical or statistical techniques to solve practical issues in finance including risk management, securities trading, derivative valuation, or financial market regulation
Determine the efficacy of existing and new financial models, products, and analytics
Coordinate with financial analysts to analyze trading strategies, market conditions, and trading system performance to establish quantitative techniques
Work with product development teams to validate and implement quantitative solutions
Assist in the development and testing of new analytical software to ensure compliance with specifications or scope of work
Establish data collection methods and recommends updates when necessary
Create methods of assessing and measuring company performance regarding environmental, social, and governance issues
Interpret financial analysis results and prepares summary reports of findings
Performs other related duties as assigned
Quantitative background in Science/Mathematics/Financial Engineering, Master and PhD are preferred
Minimum 5 years related working experience in a global or Chinese investment bank/securities house, experiences with
FICC derivative pricing and risk engine (e.g., Athena, Quartz, Aqua, RICE) development are preferred
Strong C/C++/Python skills are a must; other IT skills e.g. SQL and nonSQL DBMS, are preferred
Sound knowledge and experience in the FICC markets and products, VaR and CCR methodologies
Good communication skills in English and Mandarin