Main Duties and Responsibilities
1.Facility with new trading / pricing model construction, programming and back testing;
2.Implement and test strategies and understand the basics of performance evaluation;
3.Database maintenance and data analysis;
4.Present strategies to clients and actively seek for feedbacks to make further improvements;
Requirements
a. Qualifications
Master’s degree (or above) from a highly reputable university within China or abroad. Majoring in Economics, Finance, Mathematics, Physics, Statistics, Engineering or other highly analytical subject.
CQF, FRM, CFA (not required but considered a plus)
b. Experience/Skills
1. 2 years related working experience in a research or quantitative analyst capacity;
2. Strong communication, interpersonal and analytical writing skills;
3. Good understanding of asset allocation principles, derivatives, and pricing/risk mgt;
4. Being able to both work collaboratively or independently to develop and test strategies;
5. At least familiar with one programming language (e.g. VBA, Matlab, R, C , Python etc.)
岗位职责:
1.辅助搭建新交易/定价模型,执行编程实现及进行回测;
2.执行及测试交易策略/定价模型,分析模型结果,进行模型效用评估;
3.数据库维护与数据分析;
4.路演,展示策略并就回馈进行模型/策略的修正。
岗位要求:
A. 任职资格
国内外优秀大学硕士学位或以上,主修经济,金融,数学,物理,统计,工程学或其它相关具独立分析能力的学科;CQF,FRM,CFA 资格持有人会被视为具更大优势
B.经验/技能
1. 2年以上在相关研究或数量化分析领域的工作经验;
2. 较强的沟通能力,人际交往能力及分析写作能力;
3. 对资产配置,衍生品及定价与风险管理有一定认识;
4. 具备团队合作精神,注重团队,亦具有独立开发测试策略的能力;
5. 至少熟悉一门编程语言(VBA, Matlab, R, C , Python etc.皆可);
6.持有期货从业资格证