【职位描述】
1、应用机器学习算法开发CAMS量化评级模型;
2、负责债券量化策略相关的研究与开发;
3、结合CAMS大数据优势,挖掘信用价值,对接业务场景落地。
1. Apply advanced modeling techniques like machine learning to build quantitative credit rating models;
2. Build systematic trading strategies, from idea generation and data exploration to statistical analysis and model creation. Strategies target to coporate bonds, convertible bonds, credit deverivatives and etc.
3. Take advantage of CAMS big data and platform, spot credit investment opportunities and support FICC trading.
【入职要求】
1、重点院校硕士研究生及以上学历,数学、物理、计算机、金融工程等相关专业;
2、4年以上量化策略研究经验,2年以上债券研究或投资经验,独立设计与开发过交易策略;
3. 精通至少1门编程语言,比如,C/C++,Java或者Python;
4、量化功底扎实,精通机器学习算法,有深度学习实践经验优先;
5、具有良好的沟通表达能力和团队合作意识。
1. Master's degree or above.majors in mathematics, physics, computer, financial engineering, etc.;
2. More than 4 years of research experience in quantitative strategy, more than 2 years of bond investment experience. Able to independly design trading strategies;
3. Excellent skills in at least one programming language (like Python, Java, C or C++)
4. Experience applying machine learning techniques to large datasets; deep learning practical experience is preferred;
5. Good communication skills and teamwork spirit. Ability to tackle in-depth research projects, discover creative solutions and communicate complex ideas clearly.
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