北京 [切换城市] 北京招聘北京金融/证券/期货/投资招聘北京证券分析师招聘

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

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world. We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

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)