兼职要求:(1)金融数学、金融工程等硕士以上学历(含在读),至少精通一门编程语言,如Matlab,C++,R等
(2)至少能做以下2个课题项目:
a. Pricing Interest Rate Derivatives (forward curve data)
b. Pricing Basket Credit Default Swap (sampling by copula)
c. Pricing Hedged Exotic under Uncertain Volatility (finite difference)
d. Portfolio Construction using Black-Litterman Model (matrix form)
(3)良好的英语写作表达能力
薪资报酬:完成项目,1万元,大约需两个礼拜,取决于工作效率
有意者发一份简历至 qiuyancheng@aliyun.com
合适者会进一步和你联系,发你具体项目内容。