Financial Engineer (Fintech firm, 50K)
Recruit Logic
Hong Kong, Hong Kong
6天前

Responsibilities

  • Provide demo for potential clients and advise for business solutions.
  • Provide consulting, training and professional services for clients using company’s products for integrated / independent pricing and risk analytics system.
  • Structure examples of real trades and perform valuation and / or risk analytics tasks using company’s product library and other company’s Products and tools.
  • Work with customers and internal Company’s team on various key projects ranging from structuring, valuation, quantitative advisory services, training, documentation, QA, implementation, quantitative research and development etc
  • Analyze the gap between Company’s product and customer requirements and write specification documentation for the development of new features and products.
  • Design and perform testing on models (calibration and pricing) and risks across multiple asset classes on various Company’s Products
  • Experience and Skills Required

  • MSc or PhD in Mathematics, Statistics, Physics, Computer Science, ActuarialScience, Engineering, or related field. Related research experience ispreferred.
  • Strong knowledge and / or hands-on working experiences in derivative pricing
  • models and instruments across interest rate, cross-currency, credit, inflation, equity, foreign exchange, commodity, insurance, and / or hybrid products.
  • Strong mathematical skills including stochastic calculus, numerical methods for PDE, Monte Carlo simulation, probability and statistics, linear algebra, and financial modeling.
  • Good Hands-on experience on Excel VBA and object-oriented programming such as C++, C# or Java.
  • Knowledge and / or experiences in counterparty credit risk (such as AMC, CVA,FVA, PFE, incremental CVA, collateral, netting, CSA, CVA VaR, PD, EAD, credit models, Economic Capital, ) and / or market risk (such as VaR methodologies (parametric, historical, and Monte Carlo), incremental VaR, marginal VaR, stressed VaR, backtesting, Basel, scenario generation, PCA, ).
  • Ability to communicate confidently and concisely both verbally and in writing.
  • Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
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