AVP, Quantitative Risk Management

Responsibilities

• Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
• 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 field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
• minimum 6+ 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 is highly preferred
• Experiences in large datasets, tick data experience are highly regarded
• Knowledge of order management and market micro-structure is preferred
• Strong analytical and problem-solving skills
• Outstanding communication skills
• Good written and verbal communication skills in English are required
• Open to candidates out of HK who are willing to relocate