Senior Quant Modeller

仕事内容

Role Profile

The Senior Quant Modeller will work in the Analytics Model Development team, which is part of Fixed Income Analytics group within Investment Solutions division of Data & Analytics business. The role reports to a Director within the team, and is based in Taipei. The Analytics Model Development team, formerly the Yield Book “Analytics Team”, of passionate, dedicated, and excellence-pursuing PhD quants is responsible for quantitative model research, model software development and evolution, end-to-end system integration, and features the production of all pricing analytics, risk analytics, and portfolio/index analytics of fixed income asset types covered in Yield Book products.

The growing team will be based in the U.S. and Taiwan, with members in New York City, Buffalo, and Taipei. This position requires STEM PhD degree with outstanding academic and research credentials, excellent programming skills, and strong personal initiative and work ethic to solve a variety of quantitative problems arising from the analysis of fixed-income securities.

Role Responsibilities

• 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
  

Candidate Profile/Key Skills

• 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 advantageous but not required
  

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