Risk Quant, VP

A leading Chinese securities firm is looking to hire a middle to senior level candidate with solid derivatives valuation and risk model development experience. Candidate with advanced degree in a quantitative discipline is preferred. This role requires professional proficiency in English and Mandarin and good communication skills.

Unicorn Advisor (HK) Limited - Hong Kong - Full time

Salary: Negotiable

  • Design and develop valuation and risk models including equity & FICC derivatives, sensitivities, stress testing, VaR/ES and CCR/CVA.
  • Implement these models in our quant library and risk platforms, carrying out testing and writing documentation.
  • Deliver these models to production.
  • Monitor model performance and explain model behavior, conduct scenario analysis and develop quantitative tools to support analytics.
  • Assist in high performance optimization utilizing distribution computing, cloud-based solutions or GPU acceleration where possible.
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