公司简介：
道富信息科技（浙江）有限公司成立于2003-06-12，法定代表人为陈璐，注册资本为5025万元，统一社会信用代码为913****0751180356D，企业注册地址位于浙江省杭州市滨江区长河街道聚才路239号5幢9层至16层，所属行业为批发业，经营范围包含：计算机软件开发、技术转让、技术咨询服务，信息咨询服务（除期货、证券咨询），承接计算机网络工程，自行开发软件的销售，以服务外包方式从事数据录入、数据核对和数据处理业务，计算机软件的批发，进出口，佣金代理（拍卖除外）及相关售后服务、维修和培训服务。企业当前经营状态为存续。在招职位如下：
量化研究员
工作城市：杭州
薪资：15k-20k
学历要求：本科,硕士,博士
岗位性质：全职
岗位描述：
薪资：15k-20k
学历要求：本科,硕士,博士
岗位性质：全职
岗位描述：
Who we are looking for
An experienced professional with a strong technical and quantitative aptitude to act as a Quantitative Risk Analyst, Officer based in Hangzhou, China. This role will report to model validation lead in China, within Model Risk Management Department.
Why this role is important to us
The team you will be joining plays an important role in the overall success of the organization. Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. To make that happen we need teams like yours to help navigate employees and the organization as a whole. In your role you will strive for cutting-edge solutions, that are straightforward and scalable. You will help us build resilience and execute day to day deliverables at our best. Join us if making your mark in the financial services industry from day one is a challenge you are up for.
What you will be responsible for
As Quantitative Risk, Officer you will
Work with team members in Hangzhou under the supervision of the model validation lead in China, and conduct model validation activities covering SSC models worldwide:
Perform independent validations on models such as credit risk, market risk, climate risk, portfolio management, pricing and AI models.
Perform deep analysis on modelling data through applying statistical analysis or machine learning approaches.
Conduct quantitative analysis to verify that models are performing as expected.
Streamline the existing analytical process; increase the pace of execution.
Communicate with model developers and business to relay the issues and feedback and capture the action plans.
What we value
These skills will help you succeed in this role
Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies
Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed
Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness
Education & Preferred Qualifications
Master or PHD degree in a quantitative disciplines (e.g. Finance, Statistics, Economics, Mathematics, Computer Science / Engineering or equivalents)
Up to three years of experience in quantitative analytics including model development or independent model validation in a regulatory financial institution or consulting firm.
Demonstrated some understanding of industrial best practices of quantitative analytics in Credit Risk, or Market risk.
Demonstrated modeling and analytical process engineering capabilities
Some understanding of various regulations such as Basel, stress testing and CCAR
Proficient in one or more programming languages, such as SAS, R, Matlab, Python
Additional requirements
Ability to take initiative and meet deadlines.
Finance and/or risk management certificates like CFA and FRM are preferred but not required.
An experienced professional with a strong technical and quantitative aptitude to act as a Quantitative Risk Analyst, Officer based in Hangzhou, China. This role will report to model validation lead in China, within Model Risk Management Department.
Why this role is important to us
The team you will be joining plays an important role in the overall success of the organization. Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. To make that happen we need teams like yours to help navigate employees and the organization as a whole. In your role you will strive for cutting-edge solutions, that are straightforward and scalable. You will help us build resilience and execute day to day deliverables at our best. Join us if making your mark in the financial services industry from day one is a challenge you are up for.
What you will be responsible for
As Quantitative Risk, Officer you will
Work with team members in Hangzhou under the supervision of the model validation lead in China, and conduct model validation activities covering SSC models worldwide:
Perform independent validations on models such as credit risk, market risk, climate risk, portfolio management, pricing and AI models.
Perform deep analysis on modelling data through applying statistical analysis or machine learning approaches.
Conduct quantitative analysis to verify that models are performing as expected.
Streamline the existing analytical process; increase the pace of execution.
Communicate with model developers and business to relay the issues and feedback and capture the action plans.
What we value
These skills will help you succeed in this role
Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies
Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed
Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness
Education & Preferred Qualifications
Master or PHD degree in a quantitative disciplines (e.g. Finance, Statistics, Economics, Mathematics, Computer Science / Engineering or equivalents)
Up to three years of experience in quantitative analytics including model development or independent model validation in a regulatory financial institution or consulting firm.
Demonstrated some understanding of industrial best practices of quantitative analytics in Credit Risk, or Market risk.
Demonstrated modeling and analytical process engineering capabilities
Some understanding of various regulations such as Basel, stress testing and CCAR
Proficient in one or more programming languages, such as SAS, R, Matlab, Python
Additional requirements
Ability to take initiative and meet deadlines.
Finance and/or risk management certificates like CFA and FRM are preferred but not required.