Do you like to apply advanced mathematics and programming skills to solve problems in the financial market? Are you an innovative thinker? We’re looking for someone who can:
- independently review models for Interest Rate Derivatives and Credit Derivatives/Asset/Mortgage Backed Securities used in Investment bank
- examine/make suggestions to improve the model suitability, calibration, speed, accuracy, risk sensitivities and model performance under stressed market conditions
- conduct analysis in order to approve complex transactions and model reserve methodologies
- develop benchmark models in C++
- work closely with front office quants, trading desks and other risk control teams
You’ll be working in the APAC team of the Model Risk Management and Control (MRMC) based in Shanghai. The main objective of the team is to work closely with MRMC teams from other locations like London to validate the models used in investment bank.
- MSc or PhD in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or Computing etc
- fresh graduates are welcomed.
- added advantage for experience in derivatives modelling for Equities, FX, Rates or Credit Derivatives
- proficiency using C++/Python to implement derivatives pricing models
- excellent written and verbal communication skills (able to explain equations in plain English
- independent, pragmatic, concise and accurate, with strong attention to detail
- able to apply technical understanding to practical problems
- willing to collaborate and share knowledge with your team