Main responsibilities:
- Design, implement and maintain sophisticated mathematical models to forecast asset prices, evaluate trading signals, and optimize portfolio allocations
- Construct risk frameworks and perform Monte Carlo simulations, stress-testing, and Value-at-Risk (VaR) analysis
- Utilize statistical tools (Pythons Pandas, Rs Tidyverse) and databases such as SQL, NoSQL
- Code low-latency execution algorithms, refine data pipelines and deploy cloud-based solutions
Qualifications:
- Masters degree/PhD in Mathematics, Financial Engineering, Computer Science, Physics or related discipline
- Programming proficiency in Python, R, C++, or MATLAB
- Familiarity with Bloomberg Terminal, FactSet, or risk management platforms, SQL
- Deep understanding of financial instruments and market microstructure, factor investing, smart beta strategies and asset pricing theories
Data collected will be used for recruitment purposes only. Personal data provided by job applicants will be used strictly in accordance with the Personal Data (Privacy) Ordinance. We regret that only the shortlisted candidates will be notified.
For more information about this role, please contact Dohee Kim with your resume at +852 5424 6512 or dkim@goughrecruitment.com.hk