Quant Analyst (Risk Management)

TL;DR

Quant Analyst (Risk Management) (Python/Finance): Developing and maintaining a risk management system for global macro and Equity L/S strategies with an accent on quantitative analytics and data visualization. Focus on building robust risk metrics, automating data processing pipelines, and providing actionable insights to portfolio managers.

Location: Hong Kong

Company

hirify.global is a financial firm specializing in global macro strategies and quantitative investment management.

What you will do

• Develop and maintain robust risk management systems for global macro and Equity L/S strategies.
• Conduct R&D on quantitative analytics and trading strategies.
• Create interactive data visualization tools, managing the full cycle of data sourcing, processing, and validation.
• Support portfolio managers by explaining complex risk metrics through risk portals and specialized tools.

Requirements

• Proficiency in Python (NumPy, Pandas, FastAPI) and Excel/VBA for data analytics.
• Experience in back-end development, including RESTful APIs and SQL/NoSQL databases.
• Strong knowledge of mathematics, statistics, and probability.
• Solid financial expertise in PnL calculation, volatility, Sharpe ratio, VaR, and derivative pricing.
• Must be based in Hong Kong.

Nice to have

• Experience building responsive websites using JavaScript frameworks like React or Vue.
• Deep understanding of global macroeconomic factors and their influence on risk management.