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Quantitative Risk Specialist

2 months ago


Hong Kong, Central and Western District, Hong Kong SAR China Infini Capital Management Limited Full time

Position Overview:

Infini Capital Management Limited is in search of a skilled Quantitative Analyst with a focus on Risk Management. This role is essential for identifying and mitigating potential risks linked to our investment strategies. You will collaborate with portfolio managers, traders, and risk management experts to create and execute effective risk management strategies.

Primary Duties:

  • Develop and apply sophisticated mathematical models for the valuation of derivatives across various asset classes including interest rates, foreign exchange, and equities.
  • Create and sustain comprehensive risk management tools to oversee and reduce financial risks associated with derivatives trading.
  • Conduct data modeling and analysis to facilitate informed decision-making.
  • Construct and calibrate interest rate curves to ensure precise valuation of interest rate derivatives.
  • Validate and refine market data to uphold the accuracy of pricing and risk assessment models.
  • Set up data feeds to guarantee smooth integration of market data into risk management frameworks.
  • Work alongside IT departments to improve the architecture of the Quant library, enhancing performance and scalability.
  • Keep updated with the latest industry developments and regulatory changes impacting quantitative risk analysis.
  • Articulate complex quantitative ideas to non-technical audiences.
  • Engage in continuous professional development to maintain advanced skills in quantitative analysis and financial engineering.

Qualifications:

  • Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, or a related discipline.
  • In-depth understanding of risk management principles and practices.
  • Proficient in quantitative analysis software, such as Matlab, R, or Python.
  • Strong analytical and problem-solving capabilities.
  • Ability to thrive in a fast-paced and evolving environment.
  • Excellent communication and interpersonal abilities.
  • Prior experience in risk management within the investment management sector is advantageous.