FICC Quant Trader, VP - Director

Key Responsibilities:

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

Requirements:

1. Master’s degree or above in quantitative finance or a related discipline from a reputable university.
2. 5 to 10 years of relevant experience in sizable financial institutions.
3. Strong independent and critical thinking skills, with solid financial acumen.
4. Proficiency in written Chinese and spoken Mandarin.
5. Candidates with less experience may be considered at the Vice President level.