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Fixed Income Quant Analyst

Job Title: Fixed Income Quant Analyst
Contract Type: Permanent
Location: Shanghai, China
Industry:
Salary: Negotiable
Reference: 20200308_1586510164
Contact Name: Ivy Wang
Contact Email: iwang@profileasia.com
Job Published: April 10, 2020 17:16

Job Description

Key Responsibilities

  • Work with senior quant to develop, maintain and support the Fixed Income java analytics libraries. Improving the engineering standards and performance of the library code.

  • Add support for new products and market conventions. Investigate pricing and risk issues.

  • Work closely with software development team on integration of the libraries into the firm's portfolio management systems. Supporting agile, test-driven development and continuous integration.

  • Develop indices and systematic strategies linked to rates and other fixed-income instruments. Provide back-testing of systematic strategies and portfolios of strategies.

Experience and Qualifications Required

  • M.S./Ph.D. in a quantitative discipline (e.g. math, physics, CS or engineering)

  • Solid background in stochastics, probability, numerical analysis

  • Strong programming skills, experience with Python, Java or C++

  • Knowledge of main instruments in rates and credit

  • Ability to work in a team environment, adapt and learn quickly

  • Ability and willingness to generate ideas and develop innovative solutions

  • Highly organized and able to convey messages clearly and concisely