【职位描述】

1、结合宏观经济与债券市场的分析研究，负责利率期权交易策略、包含利率期权在内的利率衍生品组合策略的持续开发；
2、捕捉市场交易机会，构建利率期权套利交易策略并执行相关交易；
3、结合利率期权及其他利率品，对现有持仓头寸进行风险管理，满足精细化套保需求并执行相关交易。
1. Responsible for analysis and research of the macro economy and the bond market, develop interest rate options trading strategies and interest rate derivatives portfolio strategies including interest rate options;
2. Capture market trading opportunities, develop interest rate option arbitrage trading strategies and execute related transactions;
3. Combining interest rate options and other interest rate products, manage portfolio risk on existing positions to meet the demand for refined hedging and execute related transactions.

【入职要求】

1、国内外重点院校硕士研究生以上学历，金融、经济、数学、统计、计算机等相关专业；
2、精通Matlab、R、Python等至少一种数据分析语言，有较强的数据分析能力；
3、有5年以上利率期权交易工作经验，熟悉利率期权及其他利率类品种的交易规则和定价原理。
1. Master's degree or above , majors in finance, economics, mathematics, statistics, computer, etc.;
2. Proficient in at least one data analysis language such as Matlab, R, Python, etc., and have strong data analysis capabilities;
3. More than 5 years of working experience in interest rate options trading, familiar with the trading rules and pricing principles of interest rate options and other interest rate products.