Job Purpose:
- This individual will research, develop, maintain and support a wide variety of quantitative models and methodologies for the valuation and risk measures calculation of fixed income securities and equities.
Your Responsibilities:
- Develop and maintain both valuation and risk models for fixed income securities and equities, including their derivatives (e.g. swaps, preferred stocks, convertibles, ADRs/GDRs, mutual funds, ETFs. index futures, stock options, warrants)
- Activate new fixed income security and equity types in the existing analytic system
- Work closely with the development team and the quality assurance team to ensure timely releases of the product with enhanced capabilities and the highest quality
- Conduct independent research for the development of quantitative models and risk management framework for fixed income securities, equities and their derivatives with high quality research papers and presentations for our clients and prospects
- Provide analytic support and consulting to both internal and external users on issues related to quantitative modeling and valuation of fixed income securities, equities and their derivatives.
Skills and Qualifications:
- Advanced degree (Master’s or PhD) in a quantitative field (e.g. mathematics, physics, engineering and finance)
- Advanced trainings in statistical inference, time series analysis, machine learning and Monte Carlo simulation
- Solid programming skills in C/C++, Python and SQL
- Strong interest in working in finance/quantitative analysis. Prior experience in fixed income and equity modeling/analytics preferred but not required
- Highly motivated, eager to learn and grow. Both a self-starter and a team player
- Occasional travel may be required (2-3 times per year).
Source: for more information click here.
