【职位描述】

1. 负责场外衍生品定价模型开发相关工作，推动产品结构创新和优化升级；
2. 负责建立和完善衍生品定价模型和算法谱系，优化各类衍生品定价的模型和算法，提升模型和算法效率；
3. 协助团队各项业务数据、市场行情的数据管理和多维度分析工作；
4. 协助相关衍生品业务系统平台的开发和维护工作，提高团队业务自动化水平。
1. Responsible for the development of over-the-counter derivatives pricing models, and promote product structure innovation, optimization and upgrading;
2. Responsible for establishing and perfecting derivatives pricing models and algorithm pedigrees, optimizing various derivatives pricing models and algorithms, and improving the efficiency of models and algorithms;
3. Assist the team in data management and multi-dimensional analysis of business data and market conditions;
4. Assist in the development and maintenance of related derivatives business system platforms, and improve the team's business automation level.

【入职要求】

1. 国内外知名大学数学、金融工程、物理或相关专业全日制硕士学历；
2. 具备2年以上相关经验和期权相关知识，熟悉常见的期权定价模型与数值定价方法；
3. 熟悉C++编程；
4. 熟练运用Python、Matlab、R等至少一种数学分析语言，具有扎实的数据分析、逻辑推理能力；
5. 工作仔细、认真，具备优秀的沟通能力、团队意识、风险管理意识和能力。
1. Full time master degree in mathematics, financial engineering, physics or related majors from well-known universities;
2. More than 2 years of relevant experience and Possess option-related knowledge, familiar with common option pricing models and numerical pricing methods;
3. Familiar with C++ programming;
4. Proficiency in at least one language such as Python, Matlab, R, etc., with solid data analysis and logical reasoning capabilities;
5. Work carefully and conscientiously. Excellent communication skills, teamwork spirit, risk management awareness and ability.