Quant Analyst (Risk Management)_Hong Kong

Job Description

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): • Deep understanding of global macroeconomic factors and their impact on risk management. Show More