Quant Analyst (Risk Management), Hong Kong
Polymer Capital Hong Kong
Hong Kong, Hong Kong, Hong Kong3 days ago
18 views5 saves3 applies
Job Type
full time
Description
Position Overview
Focus on developing and maintaining a risk management system with an emphasis on global macro strategies. Collaborate with the team to enhance quantitative analytics and strategies.
Key Responsibilities
- Develop and maintain a robust risk management system for global macro strategies, alongside Equity L/S.
- Conduct R&D on quantitative analytics/strategies.
- Coordinate with other departments to create interactive data visualization tools, ensuring data sourcing, processing, and validation.
- Assist portfolio managers by explaining risk metrics and providing insights through the risk portal or other risk tools.
Requirements
- Development skills:
- Proficient in data analytics and visualization using Python (NumPy, Pandas, FastAPI, etc.), Excel(VBA) etc.
- Experience with back-end development, including RESTful API and SQL/NoSQL databases.
- Experience in building responsive websites with JavaScript frameworks like React or Vue is a plus.
- Solid understanding of mathematics, statistics, probability etc.
- Good financial knowledge, including return/PnL calculation, risk metrics like volatility, Sharpe ratio, VaR, and derivative pricing.
- Strong sense of ownership and responsibility.
- Commitment to accuracy and thoroughness in task completion.
Additional Skills (Good to Have):
- Deep understanding of global macroeconomic factors and their impact on risk management.
This job is found at InterviewStack.io
Skills
analyticsdata visualizationpythonnumpypandasfastapiexcelrestful apissqlnosqljavascriptreactvuestatisticsrisk management