Quantitative Analyst – Derivatives Pricing (top Chinese Investment Bank) recruitment
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, production 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;
- At least 7-8 years quant experience in an international Financial Institution
- 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.
Interested candidates please send an updated CV in English to Alvin Wee using the "Apply Now" button below.
March 1, 2012
• Tags: Quantitative Analyst – Derivatives Pricing (top Chinese Investment Bank) recruitment, Risk Management careers in the China • Posted in: Financial