Fixed Income Quant Analyst
Job Title: | Fixed Income Quant Analyst |
Contract Type: | Permanent |
Location: | Shanghai, China |
Industry: | |
Salary: | Negotiable |
Reference: | 20200313_1589538374 |
Contact Name: | Ivy Wang |
Contact Email: | iwang@profileasia.com |
Job Published: | May 15, 2020 18:26 |
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
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