VP/Director – Quantitative Analyst
7 months ago
VP/Director – Quantitative Analyst
The Quantitative Analyst develops pricingmodels, risk engines, and risk methodologies used in the firm.
Key Responsibilities:
Performs otherrelated duties as assigned
Requirements:
Quantitative background in Science/Mathematics/Financial Engineering, Master and PhD are preferredMinimum 5 years related working experience in a global or Chinese investment bank/securities house, experiences with FICC derivative pricing and risk engine (e.g., Athena, Quartz, Aqua, RICE) development are preferredStrong C/C++/Python skills are a must; other IT skills e.g. SQL and nonSQL DBMS, are preferredSound knowledge and experience in the FICC markets and products, VaR and CCR methodologiesGood communication skills in English and Mandarin-
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