工作地点：北京

工作经验：2-5年

有券商或其他金融机构的风险管理系统，模型相关开发经验，尤其是接触过衍生品业务的候选人优先。

此职位为交易前台的岗位。由于业务在迅速发展，对于开发的需求在不断增加。候选人要思维敏捷，理解力强，能快速根据业务需求实现对系统的升级和修改。

团队氛围好有活力，候选人可以充分接触到业务线，学习到市场，模型以及开发相关的知识。

简历直接发到 bo.lian@cicc.com.cn 即可

工作职责：
As part of equity derivatives team, the candidate’s main job is to work closely with quants and traders to develop and support pricing engine, risk analysis application and parameter database. In addition, as liaison to middle/back offices and as developer, the candidate will heavily involve in projects related to Trade Capture, Lifecycle and STP. The job duties associated with this role may be expected to include, but not limited to:
1. Work with quants and traders to design and develop next generation of pricing engine, risk analysis application and parameter database for listed and OTC derivatives;
2. Assist in valuation of vanilla option and structured product portfolios, analyze and optimize performance of intra-day and end of day risk computation;
3. Manage end-of-day marking and market data management, feed all required data to appropriate downstream systems;
4. Provide support for the valuation systems, resolve production issues in a timely manner;
5. Liaise with IT, Risk Management, Finance Control, Treasury, Operations department, in order to deliver solutions to complex problems in relation to the trade capture and lifecycle;
6. Work alongside with front and back office, especially IT, to set architectural direction for trade capture, lifecycle platforms;
7. Participate in the strategic development, enhancement, fixes and support of trade capture, lifecycle platforms to achieve high level of straight-through-processing and efficiency as part of wider program to re-engineer current platform.
任职资格：
Knowledge
1. Experience in financial derivatives with strong background in the information technology field.
2. Knowledge of the assessment and implementation of business processes, process improvement, product development, and strategic initiatives.
3. Experience in full lifecycle development.
4. Object-oriented design and implementation.

Skills and Abilities
1. Excellent problem solving and analytical skills.
2. Dynamic, detail oriented, fast learning capacity and able to work in a high pressure environment.
3. Ability to work on different subject matter simultaneously.
4. Familiarity with the trading, operations, risk management, documentation, settlement and reporting processes at a sell-side firm or bank.

Qualifications
1. Undergraduate/Graduate degree in Computer Science, Software Engineering, Electronic Engineering, Physics or Mathematics;
2. 2+ years’ experience in derivatives risk analysis application development or lifecycle platform design.

#发自zSMTH@IN2020
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