职责描述:
We are looking for an ABS Quantitative Developer to support a leading Investment Banking's Shanghai Quantitative Analytics Group. The team is an entrepreneurial, cross-asset team focusing on building the market-leading analytics across all asset classes and provides comprehensive quantitative analysis support to all business units throughout the Investment Bank in all regions.
Do Asset-back Securities business and Modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can:
1. Develop application based on existing business process that support ABS financial activities
2. Maintaining and redeveloping the existing libraries and tools which are built to make those forecasting models accessible to the traders and risk managers
3. Participating in the pricing and risk analysis of large internal or external MBS/ABS bond portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio
4. Developing light spreadsheet tools to help traders analyze and monitor their trading exposures
5. Generating reports to track the market behavior using mortgage loan performance data
6. Applying the internal mortgage forecasting model to generate projection results for the RMBS assets on a monthly basis

任职要求:
What you’ll need to have:
1. Minimum 2-year working experience in application development or automation engineering
using Python
2. Minimum master degree from a top tier university, preferably in Computer Science or Financial Engineering
3. Familiar with C#, .NET, MSSQL, Python and Linux system is a plus
4. Familiar with Excel VBA, KDB, and Azure cloud is a plus
5. Good team spirits with excellent communication skills
6. Fluent in both written and spoken English. Minimum CET 6 or equivalent

Evalueserve is committed to providing equal employment opportunities (EEO) globally, eliminating discrimination, and promoting good relations among employees, regardless of age, disability, ethnicity or origin, sex, gender assignment, gender identity, religion or belief, sexual orientation, and marital or civil partnership status. Evalueserve is an inclusive employer and is proud of its diverse workforce.

其他信息

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