Selby Jennings is a leading specialist recruitment firm for banking and financial services. For more than 15 years, we have given professionals peace of mind that the recruitment journey is in expert hands. Our continual investment in best-in-class technologies and consultant training enables us to match candidates and world-leading companies with speed, precision and accuracy. Today, Selby Jennings operates all over the world to help professionals reimagine their careers, globally.
We are currently partnered with an industry leading Multi-Strategy International Hedge Fund who are looking to further their Risk Management footprint in Hong Kong.
- Develop and implement quantitative models to analyze market risk for a wide range of financial instruments (equities, bonds, derivatives, etc.)
- Calculate value-at-risk (VaR) and other market risk metrics and aggregations
- Perform backtesting and validation of risk models and reports
- Analyze market events and trends to gain insights into risk drivers
- Stay up-to-date with latest quantitative techniques and financial models
- Master's degree in a quantitative field like finance, statistics, mathematics or engineering
- 3-5 years of experience applying quantitative methods to risk management problems
- Expertise in market risk modeling techniques: regression, time-series, Monte Carlo simulation, etc.
- Strong skills in programming languages like Python and SQL and risk management software
- Keen attention to detail and solid communication skills to explain analyses and insights