Quant Risk Manager

4 days ago


Hong Kong, Central and Western District, Hong Kong SAR China Robert Walters Hong Kong Full time

Responsibilities:

  • APAC regional risk management and analytics with integration into global team
  • Collaborate with internal credit risk functions and other teams within Prime business to design and implement risk monitoring for Prime APAC
  • Conduct quantitative analysis of financial instruments in APAC markets to support risk decision making
  • Involved in margin solution development with a focus on APAC markets and Asia based clients
  • Perform client portfolio analysis and margin scenarios to formulate suitable margin solutions
  • Conduct research about market mechanism and relative regulations in key APAC markets
  • Engage in client facing activities, collaborate with internal control parties
  • Manage offshore resoruces to support regional and global initiatives

Requirements:

  • Master degree or above in computer engineering, data science and analytics, financial mathematics, or equivalent
  • Minimum 5 to 7 years of working experience in global markets related role applying quantitative skills
  • Solid quantitative and strong programming skills to handle quantitative data analysis independently
  • Subject matter expert on any type of asset classes, financial instruments, risk analytics and pricing
  • Detail oriented and ability to multi-tasking in a fast-paced environment
  • High confident level with strong articulation to engage in client facing activities
  • Excellent communication skills in English and Chinese

To apply online, please click on the link. Alternatively, for a confidential discussion please contact James Cheng on + 852 2103 5372 or email: james.cheng@robertwalters.com.hk


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