Quant Analyst (Risk Management)

TL;DR

Quant Analyst (Risk Management) (Python/Finance): Developing and maintaining a risk management system for global macro strategies and Equity L/S with an accent on quantitative analytics, strategies, and interactive data visualization tools. Focus on conducting R&D, coordinating data processing and validation, and assisting portfolio managers with risk metrics insights via risk portal.

Location: Hong Kong

Company

Investment firm focused on global macro strategies and Equity L/S.

What you will do

• Develop and maintain robust risk management system for global macro strategies and Equity L/S.
• Conduct R&D on quantitative analytics and strategies.
• Coordinate with departments to build interactive data visualization tools, handling data sourcing, processing, and validation.
• Assist portfolio managers by explaining risk metrics and providing insights through risk portal and tools.

Requirements

• Proficient in data analytics and visualization with Python (NumPy, Pandas, FastAPI), Excel (VBA).
• Experience in back-end development: RESTful APIs, SQL/NoSQL databases.
• Solid understanding of mathematics, statistics, probability.
• Good financial knowledge: return/PnL calculations, risk metrics (volatility, Sharpe ratio, VaR), derivative pricing.
• Strong ownership, responsibility, accuracy, and thoroughness.

Nice to have

• Experience with JavaScript frameworks (React, Vue) for responsive websites.
• Deep understanding of global macroeconomic factors and risk impact.