Quantitative Risk Specialist

7 days ago


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

Position Overview:

Infini Capital Management Limited is on the lookout for a skilled Quantitative Analyst with a focus on Risk Management. In this pivotal role, you will be instrumental in pinpointing and addressing potential risks linked to our investment methodologies. Your collaboration with portfolio managers, traders, and risk management experts will be essential in crafting and executing effective risk mitigation strategies.

Core Responsibilities:

  • Construct and execute sophisticated mathematical models for the valuation of derivatives in interest rate, foreign exchange, and equity markets.
  • Develop and sustain comprehensive risk management instruments to oversee and alleviate financial risks tied to derivatives trading.
  • Conduct data modeling and analytical assessments to facilitate informed decision-making.
  • Create and calibrate interest rate curves to ensure precise valuation of interest rate derivatives.
  • Scrutinize and cleanse market data to uphold the accuracy of pricing and risk assessment models.
  • Set up data feeds to guarantee smooth integration of market information into risk management frameworks.
  • Work alongside IT departments to refine the architecture of the Quant library, enhancing both performance and scalability.
  • Keep informed about the latest industry developments and regulatory changes impacting quantitative risk evaluation.
  • Articulate complex quantitative ideas to non-technical audiences effectively.
  • Engage in continuous professional growth to stay at the forefront of 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 concepts and practices.
  • Proficiency in quantitative analysis software, including Matlab, R, or Python.
  • Strong analytical capabilities and problem-solving aptitude.
  • Capacity to thrive in a fast-paced and evolving environment.
  • Excellent communication and interpersonal abilities.
  • Previous experience in risk management within the investment sector is advantageous.


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