【职位描述】

1、负责公司金融产品的估值定价、风险分析和计量，以及量化模型的开发、评估和系统实现；
2、负责市场风险、交易对手信用风险和流动性风险等风险计量模型的设计、开发，并对模型进行验证和实现；
3、负责金融市场数据收集、追踪、研究、分析和建模，以及数据系统维护；
1. Responsible for pricing valuation on financial products, risk assessment and quantitative model development and assessment;
2. Responsible for quantitative model design, development and validation on market risk, counterparty credit risk and liquidity risk;
3. Responsible for financial data collection, research, analysis and modeling;
4. Responsible for database maintenance.

【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、物理、计算机和金融工程等专业背景，具有衍生品定价模型、风险计量模型、数据挖掘、搜索分析、人工智能背景者优先考虑；
2、精通C/C++，Java，Python，Matlab等一门或多门编程工具；
3、具有3年以上境外大型金融机构金融数据分析和建模、金融工具估值定价相关工作经验；
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。
1. Master or above in Math/Stat, Physics, Computer, Financial Engineering etc. disciplines, with derivative pricing/risk model development, data mining, search analysis or AI backgroud preferred;
2. Proficiency in the use of C/C++, Java, Phython or Matlab etc.;
3. At least 3 years of work experience in large-scale financial institutions;
4. Experience in financial data analysis and modeling, pricing valulation etc.;
5. Excellent analytical ability, written and communication skills.