Quantitative Risk Manager

Your new role Provide governance to the first line risk teams Develop and maintain derivatives pricing and risk models Backtest and stress test models What you'll need to succeed 3+ years experience in FS Well versed in Python, VaR methodologies, data analysis Fluent in English and Cantonese/Mandarin What you need to do now If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now. If this job isn't quite right for you, but you are looking for

Hays - Hong Kong - Full time

Salary: Competitive

Your new role

  • Provide governance to the first line risk teams

  • Develop and maintain derivatives pricing and risk models

  • Backtest and stress test models

What you'll need to succeed

  • 3+ years experience in FS

  • Well versed in Python, VaR methodologies, data analysis

  • Fluent in English and Cantonese/Mandarin

What you need to do now

If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.

If this job isn't quite right for you, but you are looking for a new position, please contact us for a confidential discussion on your career.
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