猎头职位 上海对冲基金量化分析师

shiyiming

Company：  A Well-known Europe Mutual Fund Company (SITE,SICE)
Position：  Quantitative Analysts
Work region：  Shanghai
Work content：

- Conduct statistical modeling on large sets of loan performance data for forecasting future behavior of the loans.
- Conduct periodic back-testing of such models to monitor its applicability as financial and economic conditions change.
- Produce efficient tools for the effective usage of the models.
- Produce both technical and tutorial documents for the models.
- Participate in periodic maintenance work related to the models.
- Collaborate with other quantitative analysts in analyzing portfolios of assets backed by such loans.

- Minimum - Master degree in a science major from a top tier university.
- Minimum - CET 6 or equivalent in English.
- Advanced knowledge in Statistics.
- Sound knowledge in Calculus, Linear Algebra, Probability Theory, Ordinary Differential Equations, Partial Differential Equations and Numerical Analysis.
- Good knowledge on capital markets and vanilla derivatives.
- Knowledge in technical trading would be a plus.
- Fluent in one of these statistics tools: SAS or SPSS.
- Fluent in at least one of the following computer languages: VBA, C++ or C#.
- Fluent with Microsoft Excel and other office tools.
- Self motivated, detail-oriented with good communication skills


联系方式
简历发送至E-mail：smartvicky@tom.com 注明职位名称
QQ 790210637  
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