Our client, a Reputable Financial Institution, is looking to a hire a high caliber to join group - quantitative risk management team to support initiatives such as new product/service launch, methodology changes and model parameter reviews.
Requirements:
- Participate actively in model implementation, testing, analysis, and data collection and clean-up etc.
- Develop and maintain of our pricing/risk models and infrastructure components.
- Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis.
- Collaborate closely with the model validation team to facilitate the validation of the models that the team developed.
- Work with the Data teams in order to support the production and be able to roll out in a timely fashion the new models or fixes.
To succeed in this role, you are requiring having 3 years' + relevant experience in in derivatives pricing and risk modelling from international bank environment.
Requirements:
- Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
- Experience and proficiency in Python are preferred
- Experiences in managing large datasets, tick data experience are highly regarded
- Strong analytical and problem-solving skills
- Strong communication and interpersonal skills
- Fluency in spoken and written English
Our client offers attractive compensation, hybrid, dynamic and fast-paced work environment.
For all interested parties, please contact and send your CV to Selene Ma at selene.ma@connectedgroup.com for more details. For other available opportunities, please visit www.connectedgroup.com
