FICC Quant Trading, VP or Director level

Job Responsibility

1. Develop and maintain quantitative fixed-income models, including but not limited to: yield curve fitting, duration/ convexity models, spread models, credit pricing models, and hedging models;
2. Enhance market-neutral strategy frameworks and capture arbitrage opportunities to provide strategic recommendations to product teams;
3. Possess non-linear hedging capabilities: proficient in the use of options, structured products, volatility strategies, dynamic hedging, and other tools;
4. Capable of providing more efficient hedging solutions from a balance sheet optimization perspective to improve the asset return rate of the business.

Requirement

1. Master degree or above graduates in quantitative finance or related disciplines from renowned universities;
2. 5 to 10 years relevant experience in sizable financial institutions;
3. Independent and critical thinking skills and strong financial acumen;
4. Fluent in both written Chinese and spoken Mandarin;