Equity Derivatives Model Quant(J18553)

The role is responsible for developing models and systems for OTC equity derivatives. Key responsibilities include

该岗位参与股票业务部场外衍生品模型和系统开发相关工作。主要职责如下：

• Develop and implement multi-asset pricing models for OTC derivatives, keep enhancing and optimizing numerical performance and model stability.

场外衍生品多资产模型开发及模型数值优化。

• Design, develop and operate quantitative analytical tools for traders, including OTC pricing utilities, parameter calibration frameworks and real-time risk monitoring systems.

开发、实现及运营各类交易量化工具，包括各类定价工具，参数校准流程，实时风险监控工具等。

• Work with the desk to optimize model usage and develop derivative hedging strategies for domestic and international markets, conduct backtesting analysis and optimize parameters to improve P&L performance.

与交易台一起持续优化模型使用并研究衍生品对冲策略，对境内外市场产品进行回测分析，优化损益表现。

• 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、系统开发经验。

Disclaimer

CICC is committed to fostering an environment of equity and diversity. We recognize the importance of fair treatment in all aspects of our business, from recruitment and hiring to professional development and advancement.

CICC aims to build an inclusive workplace that values the diverse backgrounds, ideas, and cultures of our employees. We strive to create an environment where every employee feels heard, supported, and empowered to contribute to the company's growth and success. By leveraging our collective strengths, we aim to drive innovation and achieve excellence in the industry.

It is CICC’s responsibility to provide equal employment opportunities to all prospective employees, regardless of race, ethnicity, gender, age, disability, or any other characteristics protected by law.

The preceding job description has been designed to indicate the general nature and level of the work to be performed by employees within this classification. It is not intended to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.