Global Banking & Markets, SPG Risk Management Strats, Associate/ Vice President (Quantitative Engineering)

TL;DR

Global Banking & Markets, SPG Risk Management Strats, Associate/ Vice President (Quantitative Engineering): Building risk management, pricing, and scenario-analysis tools for equity financing and synthetic trading with an accent on derivatives modeling, exposure measurement, and automated hedging. Focus on quantifying tail risks, designing stress scenarios, and solving complex challenges across equity, FX, funding spreads, and rates.

Location: Onsite in Hong Kong, Hong Kong

Company

A global investment banking, securities, and investment management firm serving clients, shareholders, and communities worldwide.

What you will do

• Build risk management capabilities for exposures across equity, FX, funding spreads, and rates.
• Expand pricing capabilities and risk metrics to new underliers and payoffs.
• Develop tools and frameworks for scenario analysis and stress testing.
• Collaborate with trading teams to design relevant stress shocks for desk positions and markets.
• Identify tail risks and create metrics to quantify desk exposure.

Requirements

• Strong academic background in computer science, engineering, physics, mathematics, or another relevant STEM field.
• Strong quantitative and programming skills in Java, C++, and Python.
• Strong interpersonal and communication skills.
• Ability to balance detailed analysis with broad business context.
• Ability to solve complex problems, explain underlying concepts, and deliver accurate results in a fast-paced environment.

Nice to have

• Knowledge of financial markets and financial modeling.
• Quantitative understanding of probability.

Culture & Benefits

• Opportunities for professional and personal development through training and firmwide networks.
• Benefits supporting wellness and personal finance.
• Commitment to diversity, inclusion, and reasonable accommodations during recruitment.
• Work within a diverse and internationally distributed organization.