Assistant VP

1 day ago


Hong Kong Island, Hong Kong SAR China Hong Kong Exchanges & Clearing Ltd Full time

Assistant VP (Quant Risk Management) - Hong Kong Exchanges and Clearing Limited We're home to Asia's most dynamic and vibrant capital markets. Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day. Job Summary We are seeking a highly analytical and detail-oriented Quantitative Developer to join our team in Hong Kong. The Quantitative Developer will be responsible for developing, implementing, and maintaining the pricing and risk analytical models for the organization. Responsibilities Join a high calibre team of quant analysts and developers within Group Quant Risk team in HK and work closely with HKEX's mainland Quant Risk Centre. Participate actively in all aspects of quantitative research, including model design and implementation, back testing, portfolio risk analysis and data cleansing etc. Develop and maintain our pricing / risk / market discovery models and infrastructure components. Work with the IT teams to support production and roll out new models or fixes in a timely fashion. Provide functional and technical support to quants and other developers. Build automated ETL pipelines to support rapid but controlled transition from research to live. Participate in or lead a full stack agile team to deliver quality work in each sprint. Proactively monitor and support the production landscape to address issues in a timely fashion. Requirements Bachelor or above degree in Computer Science, Engineering, or equivalent. Minimum 8 years in which at least 5+ years’ experience in quant development environment and proven record of delivering high quality results. Solid experience and very strong knowledge in Python. Experience in designing and developing quant analytical tools end-to-end. Good understanding of financial products, market risk, credit risk and margin. Experience in large datasets, tick data experience highly regarded. Knowledge of order book and market micro-structure preferred. Excellent communication skills, with the ability to effectively explain complex concepts to non-technical stakeholders. Candidate with less experience and qualification will be considered as Associate. HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace. Location HKEX - Exchange Square Shift Standard - 40 Hours (Hong Kong SAR) Scheduled Weekly Hours 40 Worker Type Permanent #J-18808-Ljbffr



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