TCL Corporate Research (Hong Kong) Co., Limited
Financial engineering/quantitative analyst
jobsDB Ref. JHK100003004834282
- Working as part of the efficient team to help with trading idea generation, pricing transactions and managing risk across market, credit products.
- Combined with the domestic and foreign big data analysis methods of personal information,to participate in the research and development of big data platform,data analysis and mining before and after loan
- Development algorithms or numerical methods for the calibration of pricing models related to market or credit derivatives, (residential) mortgage securities, ABS, CMS, CDO, and related loan structure derivatives.
- Development of analytical tools, risk analytics and infrastructure to help the trading team with flow business trading in asset backed securities.
- Investigate key aspects of each model under review: including testing of model design, implementation, application, validation and governance processes.
- Working with data validation members and information technology professionals to determine model data integrity
- Serve as internal expert and provide support on math, statistics and quantitative finance
- Perform Quantitative and analytical analysis
- Presentations and Communications to clients and prospects as an FE expert
- Ability to understand technical concepts quickly and to explain them to others
- Build Excel spreadsheets / Prototype based on description of documents and communicate results to others in the form of written reports
- Performs project management duties as needs requires
- 1 - 3years experience in Quantitative aspect of pricing models and risk management.
- Bachelor's or Master's degree in financial engineering, quantitative finance,mathematical finance, mathematics, statistics, big data analysis, computer science. Majors in other science or numerical disciplines will also be considered.
- Solid analytical and quantitative skills. ability to build and use economic and financial models
- Strong scientific programming in Python, R,SAS or Matlab.
- Some programming experience and the ability to understand codes written in Java/C#/C++
- Ability to learn and work independently
- A positive and Self Starter attitude