工作职责：

You will be joining the front-office quant team, building equities derivatives pricing library and tools, working closely with traders and structurers on derivatives trading, modeling and structuring related issues.

Responsibilities:
? Working on equities derivative pricing models library, implementing pricing models, market data models etc.
? Assist traders and structurers with modeling, risk, scenario analysis issues.
? Working with IT team to integrate new features in the quant library into systems.
? Build tools and system to help the desk with modeling related issues.

任职资格：

Skills and Abilities:
? Deep understanding of derivative pricing, including analytical solutions and numeric methods.
? Knowledge on market data modeling including rate curve building, vol surface calibration, vol models are required.
? Strong skills in programming, e.g. Python C/C++ or java, matlab, VBA and etc.
? Solid experience with Excel development and VBA is preferred.
? Effective communicator
? Self-confident & energetic

Qualifications:
? 2 to 5 years related working experiences derivative pricing models are highly preferred
? Strong academic background from renowned universities
? Math, financial engeneering and computer related educations are preferred