FICC Quant Trader - Director, G00631

Job Title: FICC Quant Trader – Director

Key Responsibilities:

• Develop and maintain quantitative fixed-income models, including yield curve fitting, duration/convexity models, spread models, credit pricing models, and hedging models.
• Enhance market-neutral strategy frameworks and identify arbitrage opportunities to deliver strategic recommendations to product teams.
• Demonstrate non-linear hedging capabilities, utilizing options, structured products, volatility strategies, dynamic hedging, and other relevant instruments.
• Provide efficient hedging solutions from a balance sheet optimization perspective to improve business asset returns.

Requirements:

• Master’s degree or above in quantitative finance or a related discipline from a reputable university.
• 5 to 10 years of relevant experience in sizable financial institutions.
• Strong independent and critical thinking skills, with solid financial acumen.
• Proficiency in written Chinese and spoken Mandarin.
• Candidates with less experience may be considered at the Vice President level.