Business Strategy Manager / Senior Business Strategy Manager (Financial Modeling Analyst)
1. According to business needs, lead and execute the model proposal and development functions in the LIBOR reform, including:
- Research and sort out derivatives and currency-related model technologies under the LIBOR reform;
- Closely track and study the model dynamics of LIBOR reform, and take the lead in related model proposal;
- Arrange the development, implementation and application of interest rate models such as OIS according to business needs;
- In response to the needs of trading and investments, provide professional technical support in response to the relevant models' proposal for launching new products.
2. Cooperate with the team and participate in the execution and implementation of other data and model work of the team, including:
- Participate in data and model optimization, including the establishment of Big databases;
- Participate in risk model development, including research and development of new risk measurement tools and risk control models.
- Process and analyze large-scale financial market databases, discover hidden market rules and characteristics, and predict future market development and changes.
- Collaborate with stakeholders (External developers / Quants / Traders / QA / Production Eng.) to coordinate delivery of software.
- Bachelor's, Master's or PhD degree in Computer Science, Statistics, Quantitative Sciences and Engineering or related disciplines;
- 5+ years of experience in relevant technical modelling field, some exposure to programming in one of the following languages Python/Jave would be an advantage;
- Be familiar with financial modelling, such as OIS, Multi-curves, Interest rate models, Greeks hedging strategies et al;
- Experience in Equity/Futures/FX/Fixed income trading is beneficial;
- Passionate about Algo-trading business and high-speed computing technology, and eager to learn and self-driven;
- Good command in both written and spoken English and Chinese