Quant Modelling Manager - Taipei

Contenido de trabajo

Role Description, Team Description And Department Description

This Analytics Modelling Quant position requires candidates with exceptional academic and research credentials, creative ideas, strong personal initiative and work ethic to solve a variety of quantitative problems arising in the analysis of fixed-income securities in Analytics Model Development Team within Research and Product horizontal of Information Services Division (ISD).

Key Responsibilities Of The Role

• Participate in effort of maintaining, evolving, and creating Yield Book pricing/risk/portfolio models for both local and global Analytics needs
• Monitor, on a daily basis, time-series data inputs to the Yield Book pricing/risk/portfolio models
• Provide time-zone and first-line coverage for resolving any model data and analytics-related production issues
• Team Lead
  

Key behaviours and skills required to be successful in the role:

• PhD degree in STEM, Financial Engineering, or Operations Research with exceptional academic and research achievements
• Professional-level programming skills in C/C++ in UNIX/Linux environment required
• Ability and willingness to learn new knowledges required
• Ability and willingness to work hard required
• Ability and willingness for teamwork required
• Good communication skills required
• Python/scripting skills desired
• Familiarity with Cloud, Big Data, and ML preferred
• Knowledge of or prior work experience with fixed-income and financial market and instruments helpful but not required
  

People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential.