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、 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.