Quantitative Developer recruitment
Company Background
BOC International Holdings Limited, which specializes in investment banking, is a wholly owned subsidiary of Bank of China Ltd. BOCI has created an organizational framework with an effective integrated management system. It has subsidiaries in New York, London, Hong Kong and Singapore, and a sales network covering most major Chinese cities such as Beijing, Shanghai, Guangzhou and Chongqing. With a team of seasoned financial professionals, a broad institutional and retail sales network and a global management operation, BOCI is well-positioned to offer its clients a wide range of investment banking services, including securities underwriting, mergers acquisitions, financial advisory, equity sales trading, equity derivatives, fixed income, asset management and private equity investments.
Introduction of Equity Derivatives Division
With market insight in China, Equity Derivatives team provides a broad range of equity derivatives solutions to our clients, including stocks borrowing and lending services, repo and reverse repo, listed warrants and options and sophisticated solutions on asset protection, yield enhancement as well as tailor-made equity-linked investment solutions for institutional clients etc.
We are looking for energetic and professional team player to join us.
Job Descriptions:
- Work closely with traders, sales, risk control and IT support teams to facilitate daily business requirements
- Building derivative pricing and risk management analytics libraries based on stochastic volatility models
- Working with IT on model implementation and product platform
- Supporting trades with research and risk management tools
- Maintain and upgrade the existing working platforms
- Provide quantitative idea, research and other support for traders and sales
Requirements:
- 3 years of experience in building derivative pricing and risk management tools for the trading desk
- Postgraduate qualification in science or engineering discipline from top tier universities
- Strong programming language skills in VBA and C++
- Excellent level of financial engineering: stochastic calculus, PDE, statistical modelling
- Good communication skills and team worker