【职位描述】

1、负责固定收益类、大宗商品类和外汇类等资产及其衍生品的估值定价、风险分析和计量，相关量化模型的设计与系统实现。
2、负责固定收益类、大宗商品类和外汇类投资业务的风险管理工作，包括设计压力测试及情景分析方案、业绩归因、制定风险指标体系及编写风险管理制度等。
3、负责金融数据收集、追踪、研究、分析和建模，以及数据系统维护。
1. Build pricing and risk-analysis models of FICC assets and derivatives. Help develop relative IT systems for risk management.
2. Run day-to-day risk management, including stress tests, P&L analysis, risk indicator monitoring and investment procedure designing.
3. Collect investment data for risk analysis and research. Operate daily risk management systems.

【入职要求】

1、国内外重点院校硕士研究生以上学历，数学、统计和金融工程等专业背景，博士或FRM持证者优先考虑。
2、具有4年以上金融数据分析和建模、金融工具估值定价相关经验，掌握境内外市场相关产品的定价及风险模型，能熟练运用统计、数据挖掘等方法对市场及持仓的风险情况进行分析，掌握对产品或组合进行业绩归因的方法，具有海外相关工作经验者优先考虑。
3、掌握C/C++，Java，Python，Matlab等一门或多门编程工具。
4、具有较强的逻辑思维能力、分析判断能力和文字表达能力，擅于不同部门和团队之间的协调和合作，精通英语口语及书写能力者优先考虑。
1. Master's degree or above.major in Mathematics, Statistics or Financial engineering, Ph.D. preferred. FRM is a plus.
2. 4+ years of working experience with financial data analysis and asset pricing model building. Ability to use established theories and methodologies to analyze investment results and potential risks. International working experience is a plus.
3. Proficiency in C/C++, Java, Python, Matlab or other programming languages.
4. Ability of logic analysis and problem solving. Willingness to collaborate and communicate with others. Strong English speaking and writing skills preferred.