Monday, December 14, 2009

Senior Quantitative Analysis Manager at Industrial and Commercial Bank of China Limited

Responsibilities:
· To organize the development of the domestic stock structuring products
· To organize and setup a relatively complete pricing system of domestic stock market derivatives.​ The pricing system should include product description, market data acquisition and processing, analytic solutions pricing formula and the risk indicators, numerical solution of the pricing model and risk indicators, as well a flexible external interface
· To organize and setup a relatively complete hedging trading system of domestic stock market structuring derivatives; to achieve better system selection and recommendation; to culture the trader team based on the trading strategies and to manage the structuring products.​
· In charge of building-up a quantitative analysis team, and training of the working process, model development and algorithm implementation, etc, to promote sustainable development of the quantitative analysis team

Qualifications:
· Master degree majoring in financial engineering, mathematics and related; PH.​D preferred.​
· 3+ ​ years experiences of stock derivatives research or quantitative investment in fund companies, large investment banks or world well-known fund companies.​
· Understanding of main laws and trading rules and be familiar with the investment tools of the stock market.​
· Candidates with CFA/​FRM certificate preferred.​
· Strong research capacity and learning ability.​
· Good moral qualities, good communication and coordination ability
· Good team spirit and leadership
· Fluent Chinese and English in listening, speaking, reading and writing

Source: http://jobview.monster.com