Senior Quant Analyst recruitment
The key responsibilities will include:
- reviewing pricing and risk model documentation,
- understanding pricing methodologies,
- developing and executing various test plans,
- writing/modifying model implementation scripts,
- analyzing and reporting results.
The following asset classes will be involved: Fixed income, credit derivatives, structured products, interest rate derivatives, commodities and equity derivatives.
We are looking for people holding a PhD (in mathematics, physics, engineering, computational finance or similar quantitative discipline) or on the way to finish it. Candidates with strong maths skills and excellent knowledge of Stochastic Calculus, Partial Differential Equations and Numerical methods are essential. You should have done a serious amount of programming (C++ preferred). Besides derivatives pricing, valuation or model validation experience would be a plus.
Excellent written and verbal communication skills in English are a must.
June 26, 2012
• Tags: Derivatives careers in the China, Senior Quant Analyst recruitment • Posted in: Financial