Quant Analyst (Risk Management)

Hong Kong·Hong Kongmid

OtherAnalyst

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Quick Summary

Overview

Position Overview Focus on developing and maintaining a risk management system with an emphasis on global macro strategies. Collaborate with the team to enhance quantitative analytics and strategies.

Key Responsibilities

Develop and maintain a robust risk management system for global macro strategies, alongside Equity L/S. Conduct R&D on quantitative analytics/strategies.

Requirements Summary

Development skills: Proficient in data analytics and visualization using Python (NumPy, Pandas, FastAPI, etc.), Excel(VBA) etc. Experience with back-end development, including RESTful API and SQL/NoSQL databases.

Technical Tools

excelfastapijavascriptnumpypandaspythonreactsqlvuedata-analysisdata-visualizationrest-apis

Position Overview

Focus on developing and maintaining a risk management system with an emphasis on global macro strategies. Collaborate with the team to enhance quantitative analytics and strategies.

Key Responsibilities

Develop and maintain a robust risk management system for global macro strategies, alongside Equity L/S.
Conduct R&D on quantitative analytics/strategies.
Coordinate with other departments to create interactive data visualization tools, ensuring data sourcing, processing, and validation.
Assist portfolio managers by explaining risk metrics and providing insights through the risk portal or other risk tools.

Requirements

Development skills:
- Proficient in data analytics and visualization using Python (NumPy, Pandas, FastAPI, etc.), Excel(VBA) etc.
- Experience with back-end development, including RESTful API and SQL/NoSQL databases.
- Experience in building responsive websites with JavaScript frameworks like React or Vue is a plus.
- Solid understanding of mathematics, statistics, probability etc.
Good financial knowledge, including return/PnL calculation, risk metrics like volatility, Sharpe ratio, VaR, and derivative pricing.
Strong sense of ownership and responsibility.
Commitment to accuracy and thoroughness in task completion.

Additional Skills (Good to Have):