Quantitative Analyst Director

2 weeks ago


Shenzhen, Guangdong, China Huatai Securities Full time
Quantitative Analyst Director

Join Huatai Securities as a Quantitative Analyst Director

The Quantitative Analyst Director develops and implements pricing models, risk engines, and risk methodologies used in the firm. This role requires a strong background in quantitative finance, with expertise in mathematical and statistical techniques to solve practical issues in finance.

Key Responsibilities:
  • Develop and implement pricing models, risk engines, and risk methodologies used in the firm.
  • Use mathematical and statistical techniques to solve practical issues in finance, including risk management, securities trading, derivative valuation, and financial market regulation.
  • Coordinate with financial analysts to analyze trading strategies, market conditions, and trading system performance to establish quantitative techniques.
  • Work with product development teams to validate and implement quantitative solutions.
  • Assist in the development and testing of new analytical software to ensure compliance with specifications or scope of work.
  • Establish data collection methods and recommends updates when necessary.
  • Create methods of assessing and measuring company performance regarding environmental, social, and governance issues.
  • Interpret financial analysis results and prepares summary reports of findings.
Requirements:
  • Quantitative background in Science/Mathematics/Financial Engineering, Master and PhD are preferred.
  • Minimum 5 years related working experience in a global or Chinese investment bank/securities house, experiences with FICC derivative pricing and risk engine development are preferred.
  • Strong C/C++/Python skills are a must; other IT skills e.g. SQL and nonSQL DBMS, are preferred.
  • Sound knowledge and experience in the FICC markets and products, VaR and CCR methodologies.
  • Good communication skills in English and Mandarin.


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