全职 Senior Quant Analyst 工作, 薪水, BGC Group 公司招聘中 - Ricebowl

About Us:

Headquartered in London and New York, BGC Group (NASDAQ: BGC) is a leading global brokerage firm providing integrated voice and electronic services to wholesale market participates. We offer a full range of brokerage services across fixed income, rates, foreign exchange, equity derivatives, credit derivatives, futures and structured product markets.

Key Responsibilities

• Monitor, maintain and calibrate pricing models
• Investigate and resolve deviations model variations from market observations
• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions
• Development of pricing models within an application development framework

Requirements

• Proven background in maintaining accurate pricing of financial derivatives
• Proven background in pricing at least one asset class
• Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
• Experience in working within real-time event driven environments (as opposed to daily snapshots)
• Experience of regular use of terminals such as BBG and Reuters including: Data access via excel/APIs, Front-end usage, and technical experience of working with data and building data comparisons
• Essential Languages: Python, Java or C++ (Intermediate level on at least one)

Preferred Skills

• Background with multiple asset classes is an advantage
• Previous exposure to pricing models and Electronic Trading Systems & Execution Platforms

BGC and our affiliates are a fair employer and have adopted the Tripartite Standard. Recruitment Practices (RP). Please also note that all data collected will be treated strictly confidential and used for recruitment purpose only. We regret that only shortlisted candidates will be contacted.