Equity Derivatives Quant
- Pékin, Beijing, Chine
- CDI, Plein-temps
- China Renaissance
- 22 déc. 17 2017-12-22
This position will be involved in a variety of development and analytical work, including programming and data analysis, research and models implementation about OTC derivatives.
1. Develop / maintain option pricing and trading infrastructure and analytics, implementation of quant tools and models for fitting and control of option volatility surfaces;
2. Develop / maintain derivatives booking and risk management system;
3. Implementation and back testing of trading algorithms and platforms;
4. The historical transaction data analysis, the transaction model development and retest, the option pricing model, the stochastic volatility rate model development and so on;
5. Collaborate with risk, regulation, and other supporting teams to develop cross-firm derivatives management platform;
6. Assist the business sector market development, to provide customers with derivatives consulting services and risk management programs;
7. Assist to complete the company's research and investor education work.
1. 3-5 years related working experiences in derivatives quant analyst / developer;
2. Strong academic background from renowned universities. Math, financial engineering, computer and other related fields are preferred;
3. Deep understanding of options pricing, trading, structuring and derivatives market regulation, accounting and operations;
4. Strong skills in programming, database and quantitative modeling;
5. With strong communication and coordination ability, analysis and judgment ability and the implementation ability of target task;
6. With strong computer background and quantitative foundation, trading and risk management platform development experience is preferred;
7. Effective communicator; passionate about the role.