中金公司Equity Derivatives Model Quant(J18553)

工作描述

Qualifications
•	Upright, humble, diligent with high moral values. 诚信正直，低调谦逊，艰苦奋斗，具备良好的道德品质。
•	Master’s degree or higher in Mathematics, Physics, Financial Engineering, Computer Science or a related field. 具有数学、物理、金融工程或计算机等相关专业研究生以上学历。
•	Deep understanding of derivative pricing theory, with strong research capability to innovate and improve model performance independently. 深入理解衍生品定价模型，能够独立设计、改进模型数值方法。
•	Familiar with common equity derivative structures and model usages. 熟悉权益类场外衍生品常见结构特性及模型使用。
•	Familiar with the operation and life-cycle management of OTC derivatives. 熟悉场外衍生品运营模式及其生命周期管理。
•	Strong software development skills, proficiency in Python and at least one of below programming languages such as JavaScript, C++, Java. 具有较强的软件开发能力，熟悉以下一种或多种编程语言，e.g. JavaScript，C++，Java。
•	Familiarity with machine learning theory and applications is a plus. 熟悉机器学习相关理论及应用是加分项。 
•	More than five years’ experience in derivative modeling and system development. 具有五年以上衍生品模型、系统…