- Hong Kong Hong Kong
Hong Kong Exchanges & Clearing Ltd Hiring! Full Time Associate, Quantitative Risk Management in Hong Kong - Ricebowl
Associate, Quantitative Risk Management
Hong Kong Exchanges & Clearing Ltd
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Job Description
Responsibilities
Job Duties:Responsibilities:
Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
Participate actively in model related implementation, testing, analysis, documentation, reporting, UI/dashboard, data collection and clean-up etc.
Develop and maintain of our risk models and infrastructure components.
Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis etc
Collaborate closely with the quantitative methodology team to facilitate the model development and automation.
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:
A Bachelor/master’s degree in technology, engineering, computer science, or related disciplines.
Solid knowledge and practical experience in derivatives pricing theory, volatility modelling, stochastic calculus, Black-Scholes methodology, and the development of quantitative analytics libraries.
Solid experiences in python, although other coding languages are considered.
Familiarity with SQL for handling and analysing large datasets
Knowledge of risk management and quantitative finance is preferred
Strong analytical and problem-solving skills
Outstanding aptitude for teamwork and willingness to learn
Good written and verbal communication skills are required
Fluent in English
Location:
HKEX - Exchange Square
Shift:
Standard - 40 Hours (Hong Kong SAR)
Scheduled Weekly Hours:
40
Worker Type:
Permanent
Full-time
Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
Participate actively in model related implementation, testing, analysis, documentation, reporting, UI/dashboard, data collection and clean-up etc.
Develop and maintain of our risk models and infrastructure components.
Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis etc
Collaborate closely with the quantitative methodology team to facilitate the model development and automation.
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:
A Bachelor/master’s degree in technology, engineering, computer science, or related disciplines.
Solid knowledge and practical experience in derivatives pricing theory, volatility modelling, stochastic calculus, Black-Scholes methodology, and the development of quantitative analytics libraries.
Solid experiences in python, although other coding languages are considered.
Familiarity with SQL for handling and analysing large datasets
Knowledge of risk management and quantitative finance is preferred
Strong analytical and problem-solving skills
Outstanding aptitude for teamwork and willingness to learn
Good written and verbal communication skills are required
Fluent in English
Location:
HKEX - Exchange Square
Shift:
Standard - 40 Hours (Hong Kong SAR)
Scheduled Weekly Hours:
40
Worker Type:
Permanent
Full-time
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