Selby Jennings is a leading specialist recruitment firm for banking and financial services. For more than 15 years, we have given professionals peace of mind that the recruitment journey is in expert hands. Our continual investment in best-in-class technologies and consultant training enables us to match candidates and world-leading companies with speed, precision and accuracy. Today, Selby Jennings operates all over the world to help professionals re imagine their careers, globally.
Our client is a prominent player in the systematic investment industry and they are currently seeking a Quantitative Risk Developer to join their dynamic quant team in Hong Kong.
Responsibilities:
- Engage in developing and implementing quantitative strategies for analyzing performance and risk.
- Contribute to the design and improvement of a scalable technology infrastructure for modelling multi-asset strategies.
- Collaborate with the IT team to integrate quantitative analysis into their data and analytic platform, particularly for portfolio risk assessment.
- Present analytically solutions both internally and to clients.
Requirements:
- Bachelor's or Master's degree in Finance or related field
- 3+ years of experiences in Quant or Risk
- Proficient understanding of financial instrument pricing models for various asset classes and risk methodologies.
- Strong in Python & JavaScript
- A big plus if you have background in MSCI Risk-Metrics
If you would like to apply for this role or find out more, please apply online with your latest CV in Word format including current and expected salary. Kindly note that only shortlisted candidates will be notified.
