Senior Quantitative Risk Manager

2 weeks ago


Hong Kong, Central and Western District, Hong Kong SAR China Green Lake Executive Search Co. Limited Full time
Senior Quantitative Risk Manager

At Green Lake Executive Search Co. Limited, we are seeking a highly skilled Senior Quantitative Risk Manager to join our team. As a key member of our risk management department, you will be responsible for developing and implementing risk management solutions for various financial products, particularly structured products issued by private banks.

Key Responsibilities:
  • Design and implement risk management and surveillance solutions for complex financial products.
  • Develop comprehensive in-house risk systems and scenario monitoring tools to track volatility.
  • Develop risk methodologies and stress test capabilities to enhance risk assessment across various asset classes.
  • Create top-down and bottom-up portfolio risk reports to identify and monitor major risks in portfolios.
  • Develop tools for portfolio analytics, including cash, sensitivities, and prices.
  • Respond promptly to any risk alerts.
Requirements:
  • Masters or PhD degree in a quantitative field such as computer science, applied mathematics, statistics, or a related field.
  • At least 10 years of experience in asset management or a similar role as a risk expert.
  • Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors.
  • Ability to develop risk models, including historical VaR, Monte Carlo VaR, multi-factor risk models, stressed VaR, and liquidity risk models.
  • Proficiency in Python programming, particularly in data manipulation, statistical analysis, and model development using libraries such as NumPy, pandas, and SciPy.
  • Risk management experience in crypto transactions is a plus.


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