Quantitative Market Risk Manager

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.

Responsibilities include:

• 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

Qualifications:

• 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