Quantitative Analyst – Derivatives Pricing recruitment
About us:
CITIC Securities Co., Ltd is a leading securities company in China, which provides a broad range of financial services, including securities brokerage, underwriting and sponsoring, proprietary trading, asset management, securities investment advisory, margin trading and short selling.
We are now looking for talents as:
Position : Quantitative Analyst – Derivatives Pricing
Location : Beijing
Reporting Relationship: Executive Director
Key Responsibilities:
- Develop pricing models, hedging strategies and risk management tools for fixed income securities and derivatives of various asset classes including interest rates, equity, currency and commodity;
- Provide analytical support to the design of new products such as new derivatives products and structured notes, etc.
- Participate and lead in the full life cycle of model development, prototyping, productionizing and testing in a software framework.
Professional Experience / Qualifications
- Strong interpersonal and communication skills Strong background in math, sciences, finance or financial engineering, Master Degree and above. PhD preferred;
- Detailed knowledge of derivative pricing and/or interest rate modeling;
- Strong background in computational finance and numerical methods;
- Excellent product knowledge in one or several of the following areas: fixed income (Tsy, Corp, EM, Mortgage, etc.), interest rate derivatives, equity, fx, commodity, etc.
- Strong development skills at production quality, particularly in C/C++, VBA and Matlab.
Only short qualified candidates will be considered. Press Apply Online below now!
February 12, 2012
• Tags: Quantitative Analyst – Derivatives Pricing recruitment, Research careers in the China • Posted in: Financial