Business Background
CITICS (中信证券) Information Technology and Quantitative Services Company Ltd (ITAQS) is a financial technology firm in China with world class talents.
ITAQS focuses on providing value added support to trading desks in CITICS,particularly in the area of new product engineering. We are building a multi-asset trading platform aiming as a market liquidity hub in China.
We are looking for a head quant to lead the quant team based in Shanghai -a hands-on, dynamic leader who can drive the business forwards and interact with various business in CITICS and on the markets.
Role Description
1. Lead model development adapts to Chinese derivatives products as well as formulating quantitative trading strategies. An incomplete list of popular derivatives include CB, bond futures, bond forwards, IR swaps, stock options, commodities futures, equity swaps, index linked swaps, KIKO, digital options, and ABS.
2. Significant interaction with trading and portfolio management teams, both in house and in the market places.
3. Provide technical expertise to the teams around evaluation of OTC derivatives and risk calculations across equities, commodities, credit, interest rates and FX
4. Be responsible for all valuations and risk calculations as an ITAQS pricing library and services
5. Drive to expand quantitative coverage to trading strategies and portfolio management
6. Pay level depends on experience and mark to market in general
Requirements
1. Ph.D. degree with strong academic credentials and formal quantitative education. Highest degree granted by a top US university is preferred
2. 7+ years professional experience with a global investment bank or hedge fund. Solid pricing experience in 2+ asset classes (ideally EQ & Commodities & FID & FX)
3. Well experienced and hands-on in development skills, expert at one of the major development languages (C#/C++/Java)
4. Articulate, with excellent communication skills and the ability to frame problems and solutions quickly and concisely to management and key users
5. Possess superior critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail Exceptional abilities in numbers and mathematics
6. Has high motivation to relocate to China (if currently overseas). Highly value the opportunity for career advancements in Chinese financial markets
7. Fluent in both Chinese and English
8. Managerial experience is preferred
中信证券 信息与量化服务公司
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上海市浦东新区世纪大道1568号中建大厦22楼 (邮编 200122)
Tel：021-20262230
