This job is to be performed by a Quant Specialist in Beijing who will focus on modeling, pricing and risk management of fixed income derivative products and will support FICC front desks in all quantitative aspects.
The candidate' primary responsibilities include, but not limit to:
- Work closely with the trading and structuring team, develop desk pricing, reporting and risk calculation tools, and provide tailor-made solutions to meet front desks’ needs;
- Participate in FICC derivatives platform construction and relevant projects, especially on model setup, validation and improvement;
- Lead in product system development by liaising with IT team;
- Develop and maintain the quant library and train junior quant specialists.
- Excellent quantitative skills (typically evidenced by a postgraduate degree from renowned universities in mathematics, physics, computer science, engineering, etc.)
- Strong background in computer science and experienced in major languages is required.
- At least 5 years working experience in quantitative developing for structured products and/or OTC derivatives;
- Thorough understanding of fixed income and derivatives markets;
- Working background in one or more areas in interest rate derivatives, credit derivatives, cross-border investment, customized indices solutions, will be a plus.
Skills and Abilities
- Strong judgment and analytical ability;
- Customer-oriented mentality;
- Enthusiasm, "can-do" attitude, and drive;
- Effective communicator;
- Excellent interpersonal skills;
- A quick learner.