Quantitative Analyst

Overal Objectives: Quantitative Analyst is responsible for exploring FiinGroup's comprehensive corporate database and transform the data into meaningful scorings.
1. Key Performance Indicators:
30% Quality of findings insight in Data
50% Quality of models rated by Team Leader
20% Quality of working process and documents
2. Key Areas:
Time Allocation Specific Tasks
a. Data Exploration:
30% • Explore data to find meaningful insights
• Work closely with top management and client advisor team to define problem and set objectives
b. Data Modelling:
50% • Developing Quality control process, tools for input data
• Research, design and implement models related to corporate data
• Backtest models to ensure accuracy, robustness, recall, short fall of models
c. Others:
20% • Work with Business Analyst team to incorporate models into FiinGroup's products
• Keep tracks of related documents
3. Job Requirement:
Must Have:
- Education: Bachelor degree with Mathematics, Statistics, Economics, Finance, Data Science
- English: Good at writing, reading, Basic at speaking
- Attitude: Strong independence
- High analytical mindset
- High time pressure endurance
Want To Have:
- Skill: Good data processing skills
- Good modeling skill (with R or Python experience)
- Familiar with machine learning packages (R: Caret, RandomForest, mboost, tree, [protected info] ;Python: scikit-learn, Caffe, Theano, Pylearn2, etc.)
- Familiar with logistics regressions, cluster analysis, decision trees, random forest, etc."
- Experiences: 1 - 2 years in Data Analytics or Financial Modelling
- Prefer candidates with experience in developing Credit risk score model in bank ( A-Score, B-Score...)"
Nice To Have:
- Certification: Financial certifications (CFA, FRM)

4. Remuneration package:
• Negotiable salary and bonus based on year-end performance assessment
• Opportunity to work with leading financial experts and Japanese experts, and work in an innovative and professional work environment.
• Entitled to open career path.
• Working within an open, supportive, young and dynamic team environment
• Other benefits such as insurance, company retreat, monthly team outings and events.
• Policies on social insurance, health insurance, unemployment insurance, labor insurance and other benefits in accordance with the provisions of the Labor Law.
• 5 working days per week (Monday to Friday).

5. Report:
• Report to Line Manager/Team Leader.