AVP / VP, Quantitative Risk Management

Responsibilities: 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

The Profile Group (HK) Ltd (a Wilson Company) - Hong Kong - Full time

Salary: HKD700000 - HKD1200000 per annum

Responsibilities:
  • 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 our new models or fixes.

Requirements:
  • A Master/PhD degree in a highly quantitative fieldĀ 
  • At least 5+ years experiences in financial markets, and hands-on experiences in derivatives pricing, risk modelling and proven record of delivering high quality results.
  • Experience and proficiency in Python are preferred.
  • Experiences in large datasets, tick data experience are highly regarded.
  • Knowledge of order management and market micro-structure is preferred.
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