Role Description:

? Developing light spreadsheet tools/libraries to help traders analyze/monitor their trading exposures (Excel/VBA, SQL, C#).

? Maintaining the existing models, libraries, and tools which are built to make those forecasting models accessible to the traders and risk managers.

? Participating in the pricing, risk analysis, and PnL analysis of large internal or external MBS/ABS bond portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio.

? Collaborating with business, IT, and control functions to provide pricing/valuation method for different financial products (ABS, MBS, CLO, Government Bond, Corporate Bond, Municipal etc.).

Basic Requirements

? Minimum master degree from a top tier university, preferably in Science or Finance disciplines (e.g. Computer Science, Software Engineering, Mathematics, Quantitative Economics or Financial Engineering).

? Strong program skill is preferred (Excel/VBA, SQL, C# etc.).

? Fluent in both written and spoken English. Minimum CET 6 or equivalent.

? Strong interest in finance, familiar with different financial products, knowledge in MBS/ABS and Fixed Income is a plus.

? Professional certification in CFA is a plus.

? Familiar with one of the object oriented programming languages: C#, Java or Python is a plus.

上班地址：上海市浦东新区花园石桥路33号3701