Develop and maintain quantitative fixed-income models, including but not limited to: yield curve fitting, duration/ convexity models, spread models, credit pricing models, and hedging models;
Enhance market-neutral strategy frameworks and capture arbitrage opportunities to provide strategic recommendations to product teams;
Possess non-linear hedging capabilities: proficient in the use of options, structured products, volatility strategies, dynamic hedging, and other tools;
Capable of providing more efficient hedging solutions from a balance sheet optimization perspective to improve the asset return rate of the business.
Requirements
Master degree or above graduates in quantitative finance or related disciplines from renowned universities;
5 to 10 years relevant experience in sizable financial institutions;
Independent and critical thinking skills and strong financial acumen;
Fluent in both written Chinese and spoken Mandarin;
Candidate with less experience may be considered at Vice President grade.