Quantitative Risk Consultant
4 days ago
Direct message the job poster from Marks Sattin
Connecting the best Change professionals across the Financial Services spaceA leading Hedge Fund in Hong Kong is looking for a Quantitative Risk Analyst to join their Risk Management function on a permanent basis. The Analyst is responsible for performing research to identify opportunities for improved risk management, investment behaviour, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance.
You will work with a Senior Risk Manager to ensure the quantitative monitoring of Equity market risks across Asia and the US. You will research and develop risk analysis tools based on notions including statistical and econometric modelling of equity portfolios and indicator predictions using machine learning. You will also take part in the production of daily and weekly risk reports.
To apply for this role, you will have a Masters degree (or higher) in a quantitative discipline, with 2-5 years experience in quantitative finance or data science. You should have expert skills in Python, MATLAB, R, SQL, etc. The ideal candidate will have developed these skills in an Asset Management or Hedge Fund environment, but candidates from top Investment Banks are encouraged to apply as well. Finally, you will need to be fluent in English.
Seniority level- Associate
- Full-time
- Finance
- Industries: Investment Management and Financial Services
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