Responsibilities
Work in close collaboration with risk management units on quant risk methodology projects and initiatives, liaising with model validation teams to identify issues in risk models and propose enhancements.
Provide risk analysis and impact analysis and prepare relevant proposal papers for internal and regulatory approval.
Review risk models to assess performance, and participate in testing and validation of risk systems while working with the Quant Development teams for risk monitoring process automation.
Perform risk monitoring on margin levels, positions and risk exposures and carry out regular reviews on risk model parameters, providing guidelines to risk control teams accordingly.
Requirements:
Masters/PhD degree in either Physics, Mathematics, Financial Engineering, Electrical Engineering, or Statistics.
At least 5 years of experience in financial markets, and hands-on experience in Derivatives Pricing and Risk modelling.
Experience in large datasets, tick data, etc. and a solid proficiency in Python are all ideal. Knowledge of order management and market micro-structure is preferred
Strong analytical and problem-solving skills
Excellent written and verbal communication skills, and an outgoing, extroverted personality is essential.