Description：
1.?Work?on?the?full?life?cycle?of?quantitative?projects.
2.?Development?of?front?office?derivative?pricing?models?within?a?production?analytic?library?and?IT?infrastructure?in?form?of?production-quality?C++?code;
3.?Documentation,?support,?releasing,?maintenance?and?integration?of?library;
4.?Strong?adaption?and?interpretation?skills?of?various?types?of?structured?and?unstructured?data?for?research?purposes?to?modelling,?back?testing?and?evaluation?of?model?performance.
Requirements:
1.?Master’s,?PhD,?DEA?in?Financial?Engineering,?Physics,?Engineering,?Computer?Science,?Maths?or?similar?desirable;
2.?At?least?3?years’?experience?in?quant?modelling;
3.?Knowledge?of?main?instruments?in?IR,?FX,?Equity,?or?Commodities;
4.?Understanding?of?VaR,?ES,?and?similar?regulatory?risk?measures;
5.?Strong?C++?is?essential-polymorphism,?design?patterns,?STL,?boost,?etc.?work?knowledge?of?Python?is?a?plus.
6.?Dynamic?problem?solving,?with?an?ability?to?simplify?complex?problems?and?create?elegant?solutions.
7.?Station?locate：?Beijing,?Shanghai.