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Quantitative Risk Management Specialist

1 month ago

Hong Kong, Central and Western District, Hong Kong SAR China WilsonHCG Hong Kong Full time
Job Summary

We are seeking a highly skilled Assistant Vice President, Quantitative Risk Management to join our team at WilsonHCG Hong Kong. As a key member of our risk management unit, you will be responsible for developing and maintaining our pricing and risk models, as well as collaborating with cross-functional teams to ensure the accuracy and reliability of our risk analysis.

Key Responsibilities
  • Model Development and Maintenance: Design, implement, and maintain our pricing and risk models, ensuring they are accurate, efficient, and aligned with industry best practices.
  • Collaboration and Liaison: Work closely with risk management units, data teams, and other stakeholders to facilitate the validation of our models and ensure seamless integration with our risk analysis processes.
  • Quantitative Analysis: Conduct in-depth quantitative analysis to identify and mitigate potential risks, and develop strategies to optimize our risk management framework.
  • Knowledge Sharing and Training: Share your expertise and knowledge with colleagues to enhance their understanding of risk management concepts and best practices.
Requirements
  • Education: Master's or Ph.D. degree in a highly quantitative field, such as mathematics, statistics, or computer science.
  • Experience: At least 5+ years of experience in financial markets, with a proven track record of delivering high-quality results in derivatives pricing, risk modeling, and quantitative analysis.
  • Skills: Proficiency in Python programming language, experience with large datasets, and knowledge of order management and market micro-structure.
What We Offer

As a member of our team, you will have the opportunity to work with a talented group of professionals, contribute to the development of our risk management framework, and grow your career in a dynamic and challenging environment.