Key Responsibilities:
- Develop and enhance risk management and portfolio optimization tools for trading strategies.
- Design and implement risk models (factor models, market risk models) in collaboration with quant teams.
- Integrate core risk platforms with vendor systems such as RiskMetrics and RiskVal, ensuring robustness.
- Troubleshoot production issues, maintain system health, and deploy fixes or enhancements promptly.
Requirements:
- Experience: 6+ years in risk-focused software development, preferably within a trading or front-office setting.
- Technical Skills: Strong proficiency in Python, with experience in Linux, NumPy, Pandas, SQL, Redis, and Docker.
- Financial Knowledge: Familiarity with financial instruments (futures, swaps, options) and risk models (factor models, market risk models).
- Team Collaboration: Ability to mentor junior engineers and explain complex risk concepts clearly.
BAH Partners specialize in placing the leading technology and quantitative talent into Asia Pacifics premier financial and technology-driven organizations. If you would like more information, or to confidentially discuss your career options, please contact me at pascal.snelling@bahpartners.com.