Responsibilities
Work closely with the structuring team and traders and support pricing/valuation models, hedging, risk measurements and other quantitative analysis for interest rate, FX and other derivatives. Coordinate with middle offices to get their approval on the pricing/valuation and other quantitative models.
Implement pricing/valuation models, the hedging and risk measurements for interest rate, FX and other derivatives.
Work closely with the structuring team and traders to support their requirements on quantitative analysis in the process of business.
Coordinate and work with middle offices to get their approval on the pricing/valuation and other quantitative models.
Diagnose and improve the models behavior and performance if needed.
Support other quantitative analysis requirement proposed by the department.
Requirements
Strong background in mathematics, sciences or financial engineering, Master Degree or above is preferred.
Minimum 8 years relevant working experience.
Excellent analytical, quantitative and problem-solving skills.
Strong knowledge of options pricing theory and quantitative models for pricing and hedging derivatives.
Experience with advanced statistical models for empirical estimation of risk models is preferred.
Strong computing and development skills, particularly in C/C++, VBA, etc.
Please send your application with full resume (including current salary and reference no.) by mail to the Human Resources Department, CITIC Securities International Company Limited, 26/F, CITIC Tower, 1 Tim Mei Avenue, Central, HK, or by e-mail to hr@citics.com.hk. All applications will be treated in the strictest confidence. Personal data collected will be used for recruitment purposes only. Applicants not invited for an interview within 6 weeks from the date of this posting may consider their applications unsuccessful and their applications will be destroyed after 3 months. You may request access to and/or correction of your personal data by sending your request/updated resume to the Data Protection Officer of Human Resources Department by e-mail to hr@citics.com.hk
