Vice President of Quantitative Analysis

1 week ago


Shenzhen, Guangdong, China Huatai Securities Full time

Vice President of Quantitative Analysis

The Vice President of Quantitative Analysis is responsible for creating pricing models, risk assessment tools, and methodologies that drive the firm's financial strategies.

Key Responsibilities:

  • Employ mathematical and statistical methods to address real-world challenges in finance, including risk assessment, trading strategies, derivative pricing, and regulatory compliance.
  • Evaluate the effectiveness of both current and emerging financial models, products, and analytical tools.
  • Collaborate with financial analysts to assess trading strategies, market dynamics, and the performance of trading systems to develop quantitative approaches.
  • Partner with product development teams to validate and execute quantitative solutions.
  • Support the design and testing of new analytical software to ensure it meets specified requirements.
  • Establish data collection techniques and recommend enhancements as needed.
  • Develop frameworks for evaluating and measuring corporate performance concerning environmental, social, and governance (ESG) factors.
  • Analyze financial results and prepare comprehensive reports summarizing findings.
    Additional duties may be assigned as necessary.

Requirements:

  • Strong quantitative background in Science, Mathematics, or Financial Engineering; a Master's or PhD is preferred.
  • A minimum of 5 years of relevant experience in a global investment bank or securities firm.
  • Experience with FICC derivative pricing and risk engine development is advantageous.
  • Proficiency in C/C++/Python is essential; familiarity with SQL and non-SQL databases is a plus.
  • In-depth knowledge of FICC markets and products, as well as VaR and CCR methodologies.
  • Excellent communication skills in both English and Mandarin are required.


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