Company Introduction: We're home to Asia's most dynamic and vibrant capital markets.
Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day.
HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."
Job Summary: We are seeking a highly analytical and detail-oriented Quantitative Analyst to join our team in Hong Kong. The Quantitative Analyst will be responsible for developing, implementing, and maintaining the risk analytical models to measure and monitor risks across the organization.
Job Duties: Job Responsibilities: - Join a high calibre team of quant analysts and developers within Group Quant Risk team in HK and work closely with the HKEX's mainland Quant Risk Centre.
- Participate actively in all aspects of quantitative research, including model design and implementation, back testing, portfolio risk analysis and data cleansing etc.
- Develop and maintain of our pricing / risk / market discovery models and infrastructure components.
- Support and liaise with risk management units and other stakeholders 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 IT teams in order to support the production and be able to roll out in a timely fashion our new models or fixes.
Job Requirements: - A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
- Over 5 years of experience in financial markets, with hands-on expertise in derivatives pricing and risk modelling, demonstrating a track record of delivering high-quality results.
- Have solid experience in coding and proficient in Python.
- Experiences with large datasets; familiarity with tick data is highly desirable.
- Knowledge of order book and market micro-structure is preferred.
- Strong analytical and problem-solving skills.
- Excellent communication skills, with the ability to effectively explain complex concepts to non-technical stakeholders.
- Ability to collaborate effectively within a team and manage diverse stakeholder relationships.
- Fluent in English.
HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.
Location: HKEX - Exchange Square
Shift: Standard - 40 Hours (Hong Kong SAR)
Scheduled Weekly Hours: 40
Worker Type: Permanent