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.
Skills and Abilities
- 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.
- Strong judgment and analytical ability;
- Customer-oriented mentality;
- Enthusiasm, "can-do" attitude, and drive;
- Effective communicator;
- Excellent interpersonal skills;
- A quick learner.