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Fixed Income Quant Specialist

Employer
CICC
Location
Beijing, China
Salary
Competitive
Closing date
Dec 6, 2022

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Job Function
Portfolio Management: Fixed Income
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Description:

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.


Qualifications
  • 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.

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