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AVP, Quantitative Risk Management
ConnectedGroup LimitedHong Kong8 days ago
Job descriptionA 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 Outstandingmunication skills Good written and verbalmunication skills in English are required Open to candidates out of HK who are willing to relocate
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 infrastructureponents.
- 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
Job ID E-0611
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Avp Risk Management • Hong Kong
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