ABS Quant Analyst
瑞银企业管理(中国)有限公司
- 公司规模:500-1000人
- 公司性质:外资(欧美)
- 公司行业:银行
职位信息
- 发布日期:2019-10-13
- 工作地点:上海-浦东新区
- 招聘人数:1人
- 工作经验:无工作经验
- 学历要求:硕士
- 职位类别:证券分析师 金融/经济研究员
职位描述
Role Description:
? Developing light spreadsheet tools/libraries to help traders analyze/monitor their trading exposures (Excel/VBA, SQL, C#).
? Maintaining the existing models, libraries, and tools which are built to make those forecasting models accessible to the traders and risk managers.
? Participating in the pricing, risk analysis, and PnL analysis of large internal or external MBS/ABS bond portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio.
? Collaborating with business, IT, and control functions to provide pricing/valuation method for different financial products (ABS, MBS, CLO, Government Bond, Corporate Bond, Municipal etc.).
Basic Requirements
? Minimum master degree from a top tier university, preferably in Science or Finance disciplines (e.g. Computer Science, Software Engineering, Mathematics, Quantitative Economics or Financial Engineering).
? Strong program skill is preferred (Excel/VBA, SQL, C# etc.).
? Fluent in both written and spoken English. Minimum CET 6 or equivalent.
? Strong interest in finance, familiar with different financial products, knowledge in MBS/ABS and Fixed Income is a plus.
? Professional certification in CFA is a plus.
? Familiar with one of the object oriented programming languages: C#, Java or Python is a plus.
公司介绍
Together. That’s how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We’ll value your passion and commitment. And reward your performance.
联系方式
- 公司地址:38/F, Citi Building, No.33 Huayuan Shiqiao Road (邮编:200000)