[Skip to main content](#main-content)

[OpenNash Jobs](https://jobs.opennash.com/)
[Hiring report](/reports/hiring/) · [All Guotai Junan Securities jobs](https://jobs.opennash.com/companies/guotai-junan-securities/) · [Search jobs](/search/)

Guotai Junan Securities · 上海

# 权益场外衍生品量化分析师（Q Quant）

上海 

Listed on Guotai Junan Securities’s official careers site. Listed as of October 19, 2026. Check that it is still open and apply there.
[Apply on Guotai Junan Securities’s careers site →](https://hr.gtht.com/recruitment/main/society#job-6001433)

[OpenNash Jobs](https://jobs.opennash.com/) / [Guotai Junan Securities](https://jobs.opennash.com/companies/guotai-junan-securities/) / 权益场外衍生品量化分析师（Q Quant）

## Job description

【岗位职责】
- 负责权益场外类衍生品（含雪球、凤凰、累计期权等复杂结构）的定价模型开发、校验与维护；运用Monte Carlo 模拟、有限差分法等数值方法，对多资产、路径依赖及含障碍/敲入敲出条款的结构进行独立定价与风险计量；
- 构建并持续优化波动率曲面、分红率、相关性矩阵等核心交易参数体系，支持交易台报价、对冲及盈亏归因分析；
- 与交易台、风控、合规紧密协作，对新产品结构进行可行性评估、收益风险测算及生命周期管理；
- 跟踪国内外场外股衍市场动态与监管政策，定期输出量化研究报告。 【任职要求】
- 硕士及以上学历，数学、物理、金融工程、统计学、计算机等相关专业，具备头部券商/大型投行（大行）权益场外衍生品量化工作经验，能力突出者；
- 精通衍生品定价理论，对 Black-Scholes、Local Vol、Stochastic Vol 等模型有深入理解；
- 熟练运用 PDE 数值解、Monte Carlo 模拟、二叉树/三叉树等复杂结构定价方法，具备独立建模能力；
- 熟悉 Python、C++、R 或 MATLAB 等量化建模语言，具备扎实的数理统计与随机分析功底；
- 具备国内或国外权益场外衍生品台工作经历，熟悉场外期权、收益互换、跨境结构等产品的全生命周期管理，具备完整的定价模型从理论推导到生产环境落地的实践经验。

## At a glance
- Posted by the employer: Not stated
- First seen by OpenNash: Jul 30, 2026
- Last checked: Oct 19, 2026
- Listed for: 81 days
- Location: 上海[Apply on Guotai Junan Securities’s careers site →](https://hr.gtht.com/recruitment/main/society#job-6001433)

## More jobs at Guotai Junan Securities

### [AI 产品经理（平台建设方向） （202605）](https://jobs.opennash.com/companies/guotai-junan-securities/jobs/fbe57be4c98aa910e6e7/)

上海

### [AI产品经理（GEO建设方向） （202605）](https://jobs.opennash.com/companies/guotai-junan-securities/jobs/4ac3816f0fc4aead10e6/)

上海

### [AI产品经理（数据分析方向） （202605）](https://jobs.opennash.com/companies/guotai-junan-securities/jobs/caf6d41e85e6f1382471/)

上海

### [APP产品经理 （202605）](https://jobs.opennash.com/companies/guotai-junan-securities/jobs/4e514d23966b5a8aff22/)

上海

### [分析师（产业研究组）（202607）](https://jobs.opennash.com/companies/guotai-junan-securities/jobs/f8b91696c22adc8e3bc7/)

上海

## Similar jobs at other companies

### [ETF Quant Trader](https://jobs.opennash.com/companies/citigroup/jobs/d4db638499e0ddc939e5/)

Citigroup · London United Kingdom

### [Quant Trader](https://jobs.opennash.com/companies/citigroup/jobs/af41070a6e43b7ce2f01/)

Citigroup · Hong Kong Hong Kong

### [Associate - Quant Analytics](https://jobs.opennash.com/companies/jpmorganchase/jobs/4661c872c4485e80cecf/)

JPMorganChase · Bengaluru, Karnataka, India

### [Quant Analytics Associate](https://jobs.opennash.com/companies/jpmorganchase/jobs/031df921c8c1ee05536d/)

JPMorganChase · Bengaluru, Karnataka, India

### [Ekspertka / Ekspert ds. Ryzyka Rynkowego - Senior Market Risk Quant](https://jobs.opennash.com/companies/grupa-pzu/jobs/cf83597af55e53a3ea4b/)

Grupa PZU · Warszawa

OpenNash lists jobs from employers’ own careers sites and does not handle applications.
Dates come from the employer where stated; “first seen” and “last checked” are our own observations.

OpenNash Jobs · Official listings with dates and links to the employer. [Weekly hiring report](/reports/hiring/) · [Methodology](/methodology/)