Position Summary:
The Quantitative Finance (QF) Analyst will be responsible for building, maintaining and supporting market calibrations and asset class models for economic scenario generation and investment risk analysis. The primary responsibility for this role is to implement and maintain Blockchain solution. The role will involve working closely with teams in China and some direct interaction with partners.
Essential Responsibilities
• Build and validate quarterly calibrations for GLOBAL economies.
• Provide feedback to the global team in order to align calibrations with what is required in the pan-Asia market place.
• Analyse data and develop specifications for building market variables and asset models in support of Global economies.
• Develop an effective communication network between our office and the global team to ensure our calibrations are meeting market requirements and adapting to market changes.
• Support and grow client relationships through software support and the writing of technical documentation and client information briefs.
• Preparation of presentation material to support software sales and business development.
• Support for modelling projects including research and development and coding.


Requirements
· With basic level blockchain / Cryptocurrency knowledge or higher background
• Masters level education or higher in financial engineering, mathematics, physics or a related field （Preferred）
• Basic understanding of financial markets including fixed income, credit, equity, inflation and derivatives.
• Strong problem-solving skills.
• Self-starter who can work and learn independently as well as being able to carefully execute detailed instructions.
• Ability to work effectively in a project and deadline-oriented position.
• Familiarity with some programming languages such julia, Python, Matlab, and Visual Basic.（Preferred）
• Some experience with programming financial or mathematical procedures.
• Previous experience with Economic Scenario Generators is an advantage.
• Language skills preferred: English. Other Asian language proficiency, particularly Mandarin, is an advantage.