上海招聘

We are currently looking for competitive candidates for the Quantitative Analyst Team. Quantitative Analysts, as an integrated component in the entire investment process, will work closely with Portfolio Managers, Investment Strategy and the Analytics Team to perform research and modeling on mortgage investment strategies, develop and maintain investment analytics, and support Portfolio Managers in conducting analysis and investment decisions.

Responsibilities

Key responsibilities for Quantitative Analysts include but not limited to the following, depending on the covered areas:
- Modeling transactions in mortgage investment strategies, including Residential Mortgage-Backed Securities (RMBS) and Commercial Mortgage-Backed Securities (CMBS).
- Developing and maintaining analytic platforms and databases for comprehensive security analysis and trade implementation. Working proactively to ensure the coherence and efficiency of the analytics. Executing back-tests to validate and calibrate models.
- Conducting quantitative research into mortgage securities, mortgage loan portfolios, and corporate credits, as well as asset allocation models, hedging analysis, and relative value frameworks.
- Providing security valuations, scenario analysis and other quantitative exercises.
- Assisting Strategies & Analytics Team with the integration and implementation of investment strategies across asset classes.

Qualifications

- Minimum Master’s degree with Ph.D. preferred in a quantitative field, such as mathematics, physics, statistics, economics, and financial engineering.
- Strong communication and interpersonal skills. Ability to develop effective collaboration with portfolio managers, strategist and other credit analysts.
- Willingness to learn and work in a tight schedule to meet deadlines.
- Self-motivated and able to work smoothly and efficiently in a team environment.
- Knowledge and experience with financial modeling concepts and practices.
- Understanding in credit models would be a plus.
- Understanding fixed income securities. Familiarity of structured products and credit derivatives would be a plus.
- Advanced proficiency in data analysis tools used for segmentation, statistics, and aggregation; advanced Excel knowledge; SQL and VBA proficiency preferred.
- Professional certifications such as CFA and FRM are preferred.

ZAIS Group, LLC

ZAIS Group is an Asset Management Company operating in the US, Europe and Asia. It currently manages approximately USD8 billion. It focuses on alternative credit assets. The Shanghai office currently employs over 30 people who work very closely with our other offices in New York, London.