CRISIL Global Research & Analytics (GRA) is the largest, top-ranked provider of high end research and analytics services to the world& #39;s leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. CRISIL GRA operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations.

The CRISIL GRA team has deep expertise in the areas of equity research, fixed income research (covering economies, 150 sectors and over 3000 companies across the globe), valuations, pricing complex derivatives, structured finance, risk management, actuarial analysis and business intelligence. This expertise enables our clients to enhance revenues, accelerate their time to market, take pricing decisions and improve operational efficiencies.

Being part of the CRISIL platform enables CRISIL GRA to attract and retain top quality talent. CRISIL GRA has over 2,000 employees, 75% of whom hold advanced degrees in finance, accounting and management. It has the largest teams of equity research analysts and derivative analysts, outside of investment banks and the largest team of fixed income/credit analysts, outside of banks/rating agencies.

CRISIL GRA has served more than 500 firms over the last decade. Our clients include:

a)12 of the top 15 global investment banks

b)2 of the top 10 global consulting groups

c)3 of the top 10 global asset management companies

d)3 of the top 15 global insurance companies

e)Several Fortune 500 companies

Quantitative analyst

Qualifications:

1、Advanced degree (master or equivalent) in Financial Engineering, Quantitative Finance or a closely related field.

2、Quantitative skills in the areas of structured finance, credit derivatives, default and recovery modeling and/or credit risk management.

3、 Knowledge of structured financial instruments including CDO, CMBS, ABS and RMBS will be highly desirable.

4、 Knowledge of corporate finance. Participation in CFA or FRM is a plus.

5、 Proficient Programming in at least one of the following languages: C++, MATLAB, SAS, and Visual Basic.

6、Good quantitative financial knowledge in the areas of time series, stochastic process, interest rate and spread modeling. Knowledge of cash flow modeling.

At least six months of practical, hands-on financial engineering experience (including internships and academic projects) in the area of quantitative financial modeling and model testing.

Communicate in English effectively with quantitative researchers and model developers within the Quantitative Analytics Research Group.

The person in this position will work in the following areas:

1、Composing or verifying quantitative model implementation specifications that allow full replication.

2、 Testing models using existing frameworks.

The tasks include, but not limited to, proposing testing plans, designing test cases, and enhancing test system implementations.

3、Coding model implementations in Matlab, Python, Visual Basic, C++, Excel, etc.

independently; and ability to deal with pressure

聯(lián)系方式：

聯(lián)系人：李小姐

郵箱：ChinaCareers@crisil.com

地址：杭州市濱江區(qū)江南大道588號(hào)恒鑫大廈1606室