Risk Quant Modeller - Intern (Quantitative Risk)

Location: Hong Kong Office

Company

hirify.global is a global multi-strategy hedge fund operating across Macro, Fundamental Equities, Equity Arbitrage, Systematic, Credit, and Commodities, with APAC as a regional multi-strategy platform.

What you will do

• Assist in developing quantitative models for pricing, risk management, and forecasting.
• Apply mathematical, statistical, and optimization methods to practical risk and portfolio analysis problems.
• Redesign underlying algorithms, optimize workflows, and refactor code to improve processes.
• Develop tooling and analytics that improve the daily workflows of portfolio managers and risk managers.

Requirements

• Pursuing a Master’s or PhD in Mathematical Finance, Financial Engineering, Computational Finance, Mathematics, Computer Science, Statistics, Physics, Engineering, or a related quantitative field.
• Familiarity with derivatives pricing techniques.
• Strong Python programming skills.
• Strong communication skills, ability to learn quickly, and willingness to work both independently and collaboratively.

Nice to have

• Knowledge of C++.

Culture & Benefits

• Direct mentorship from experienced quantitative professionals.
• Exposure to quantitative models and technology used by a modern multi-strategy platform.
• Fast-paced, globally connected start-up environment with horizontal collaboration across teams.
• Potential for a full-time opportunity after successful completion of the internship.