Quantitative Risk VP
Salary Negotiable
Location Hong Kong
FULL_TIMEConsultant Christy Zhang
JobRef 1145540/001
Date posted 20 July 2022
hong-kong banking-financial-services/risk-credit-mkt-operational 2022-07-20 2022-09-18 banking Hong Kong HK Robert Walters https://www.robertwalters.com.hk https://www.robertwalters.com.hk/content/dam/robert-walters/global/images/logos/web-logos/square-logo.pngWe are recruiting for a global investment bank in their quantitative analysis team.
Responsibilities:
- Designing, developing and improving models and analytics
- Working closely with the front office and the technology teams
- Provide tactical analyses
- Ensuring compliance with regulatory requirements, internal risk framework and standards
Requirements:
- Masters or PhD in a quantitative field (Mathematics/Physics/Computer Science/Engineering)
- Good understanding of financing products (repo, margin loan, stock loan), linear equity derivatives (index futures, total return swaps on indices/custom baskets/single stocks)
- Extensive working understanding of Python and experience with C++
- Critical thinking, excellent attention to detail and problem solving skills
- Excellent verbal and written communication skills; ability to explain complicated concepts in a simple, non-technical way
- Experience in equity/fixed income financing or Delta 1 is a differentiator
- Exposure to alpha signals is a plus
- Experience with data visualization tools and libraries (e.g. Jupyter, Bokeh)
Get in touch
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