重庆招聘

职位描述：

Job Description:

As part of equity derivatives team, the candidate’s main job is to work closely with quants and traders to develop and support pricing engine, risk analysis application and parameter database. In addition, as liaison to middle/back offices and as developer, the candidate will heavily involve in projects related to Trade Capture, Lifecycle and STP. The job duties associated with this role may be expected to include, but not limited to:

· Work with quants and traders to design and develop next generation of pricing engine, risk analysis application and parameter database for listed and OTC derivatives;

· Assist in valuation of vanilla option and structured product portfolios, analyze and optimize performance of intra-day and end of day risk computation;

· Manage end-of-day marking and market data management, feed all required data to appropriate downstream systems;

· Provide support for the valuation systems, resolve production issues in a timely manner;

· Liaise with IT, Risk Management, Finance Control, Treasury, Operations department, in order to deliver solutions to complex problems in relation to the trade capture and lifecycle;

· Work alongside with front and back office, especially IT, to set architectural direction for trade capture, lifecycle platforms;

· Participate in the strategic development, enhancement, fixes and support of trade capture, lifecycle platforms to achieve high level of straight-through-processing and efficiency as part of wider program to re-engineer current platform.

Knowledge

· Experience in financial derivatives with strong background in the information technology field.

· Knowledge of the assessment and implementation of business processes, process improvement, product development, and strategic initiatives.

· Experience in full lifecycle development.

· Object-oriented design and implementation.

Skills and Abilities

· Excellent problem solving and analytical skills.

· Dynamic, detail oriented, fast learning capacity and able to work in a high pressure environment.

· Ability to work on different subject matter simultaneously.

· Familiarity with the trading, operations, risk management, documentation, settlement and reporting processes at a sell-side firm or bank.

Qualifications

· Undergraduate/Graduate degree in Computer Science, Software Engineering, Electronic Engineering, Physics or Mathematics;

· 2+ years’ experience in derivatives risk analysis application development or lifecycle platform design.

Disclaimer

The preceding job description has been designed to indicate the general nature and level of the work performed by employees within this classification. It is not designed to contain or be interpreted as the comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.

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作为中国***家中外合资投资银行，中国国际金融有限公司致力于为国内外机构及个人客户提供全方位的投资银行服务，业务范围覆盖证券研究、股本与债务发行与承销、兼并收购财务顾问、证券销售交易、固定收益、资产管理、超高端财富管理、直接投资等诸多领域。
“中国国际金融有限公司（“中金公司”）成立于1995年7月，是由国内外著名金融机构和公司基于战略合作关系共同投资组建的中国***家中外合资投资银行，注册资本为2.25亿美元。
中金公司总部设在北京，在上海设有分公司，在北京、上海、深圳等15个城市分别设有证券营业部。随着业务范围的不断拓展，中金公司亦积极开拓海外市场，在香港、纽约、新加坡和伦敦设有子公司，为成为植根中国的国际投资银行奠定坚实的基础。