一些公司对quantitative的要求
来自日月光华BBS：
Company: UBS AG
Job Title: Quantitative Developers / Analysts (Entry Level, Multiple Positions)
Location: Shanghai, China
UBS's IB Quantitative Analysis Group at Shanghai is looking for a number of fresh graduates in expanding its quantitative analysis service to the Investment Bank's business units around the world. We encourage those who excel at their academic disciplines and have a strong interest in pursuing a career in financial engineering to apply. We have both full time and intern positions available. The intern positions are open year-round.
##About UBS's IB Quantitative Analytics Group##
The IB Global Quantitative Analytics Group builds the market-leading analytics across all asset classes and provides comprehensive quantitative analysis support to all business units throughout the Investment Bank in all regions. The group offers the intellectual leadership in generating and exploring new ideas for trade generation, new models for superior risk management, and new platforms for delivering the best solutions worldwide. It has presence in all major financial centers around the world.
##About the Quantitative Analytics Team at Shanghai##
The Quantitative Analytics Team at Shanghai is part of the IB Quantitative Analytics Group. It was established in 2006 and located in Lu Jia Zui (陆家嘴) of Shanghai Pudong New District. It currently has around 25 quantitative analysts and developers with a diverse academic background (e.g. Mathematics, Statistics, Computer Science, Engineering, Physics and Chemistry). They work closely with quantitative analysts at other locations to build analytic models and tools, explore trading strategies, provide timely analysis reports to the trading desks, structurers and risk controllers within UBS Investment Bank. The team is exposed to all market sectors (e.g. equities, rates, FX, credits and securitized products).
##Responsibilities##
As a member of the team, you will be involved in a number of responsibilities from the following:
- Contributing to the development of the next-generation risk analytics across all asset classes to improve the coherence, efficiency and flexibility of the bank's risk engines.
- Developing light spreadsheet tools to help traders analyze and monitor their trading exposures.
- Devising a comprehensive set of tests on our derivative valuation models to make sure it is sound under all market conditions. The tests should quantify the behavior of the model under normal market conditions as well as extreme market conditions. They should also quantify the performance of each model against its alternative or competitive models. Knowing what the model's "comfort zone" is is key to its effective deployment in our risk monitoring.
- Applying statistical and other tools to the historical mortgage loan performance data to create or enhance the forecasting models for the future performance of those loans. Accurate forecast of the performances is essential for making sound trading decisions on investments backed by such loans.
- Building financial libraries and tools to make those forecasting models accessible by the traders and risk managers. Delivering customized tools is an integral part of our services and time to market is of utmost importance to maintain the lead in the market.
- Analyzing large internal or client's portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio.
- Testing trading strategies using historical market data. We work with both our clients and our structurers to search for and substantiate trading ideas. The testing is an important step to translate an idea into a strategy where many details can be fine tuned for its prime performance.
##Requirements##
- Minimum – Master degree in a science, engineering or financial major from a top tier university.
- Native Mandarin speakers preferred.
- Strong ability in communicating in English. Minimum – CET 6 or equivalent in English.
- Self motivated with independent thinking and practical mindset.
- An excellent team player that puts team goals in front of personal ambitions.
- Familiar with Excel VBA and at least one of these object oriented computer languages: C++, C#, Java and Python.
- Sound knowledge in Calculus, Linear Algebra, Numerical Methods, Probability Theory and Differential Equations.
- Basic Knowledge of capital markets and vanilla derivatives.
- Advanced knowledge in at least one of the following preferred:
> Software Engineering
> Stochastic Calculus
> Statistical Modeling
> Numerical Computing
> Interest Rate Term Structure Modeling
> Risk Methodology
> Parallel Computing (e.g. GPU)
How to Apply
Email: SH-QA-Shanghai@ubs.com
Subject: 2013 Candidates for UBS Quant Team at Shanghai
Content: 1) A cover letter describing your qualifications and interests. 2) Your resume in English and Chinese (one page each, pdf format in one file).
Deadline: 11 November 2012
光大的：
Job Title：Quantitative Developer
Employment Type：Part time
Employment Type：
It is an excellent opportunity to join the dynamic equity equities derivatives and cross-asset hedge fund platform of Everbright Securities which is a listed leading Chinese investment bank (601788 SH) based in Shanghai with presence in China and offshore
Job Description：
Develop, deploy and manage market data and trading systems in the areas including but not limited to cash equities, ETFs, index futures and options.
Qualification and Requirements:
1. Solid background in computer science or engineering disciplines and in-depth knowledge of financial instruments and market data;
2. Extensive experience in processing and analyzing large data sets, and good knowledge of time series database and database programming;
3. Strong command of programming languages such as C/C /C#, Java, Excel (VBA), Matlab/R;
4. Working knowledge of Linux and Windows operating systems;
5. Understanding of exchanges and market structures;
6. Previous experience as a front-office developer supporting quant trading or market making, within a financial institution is preferred;
7. Integrity and excellence, team-work spirit, passion for technology and quantitative investment, out-of-box thinking and readiness to succeed in a fast-paced environment.
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