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
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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.
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Add support for new products and market conventions. Investigate pricing and risk issues.
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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.
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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
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M.S./Ph.D. in a quantitative discipline (e.g. math, physics, CS or engineering)
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Solid background in stochastics, probability, numerical analysis
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Strong programming skills, experience with Python, Java or C++
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Knowledge of main instruments in rates and credit
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Ability to work in a team environment, adapt and learn quickly
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Ability and willingness to generate ideas and develop innovative solutions
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Highly organized and able to convey messages clearly and concisely
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