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Hong Kong Exchanges and Clearing Limited (HKEX) · 4 months ago

Assistant Vice President, Quantitative Risk Management

HK-ONE ES 24/F

Full-time

Onsite

Senior Level, Lead/Staff

8+ years exp

Hong Kong Exchanges and Clearing Limited (HKEX) is home to Asia's most dynamic and vibrant capital markets. They are seeking a highly analytical and detail-oriented Quantitative Developer to develop, implement, and maintain pricing and risk analytical models for the organization.

FinanceFinancial ServicesStock Exchanges

Responsibilities

Join a high calibre team of quant analysts and developers within Group Quant Risk team in HK and work closely with the HKEX’s mainland Quant Risk Centre

Participate actively in all aspects of quantitative research, including model design and implementation, back testing, portfolio risk analysis and data cleansing etc

Develop and maintain of our pricing / risk / market discovery models and infrastructure components

Work with the IT teams in order to support the production and be able to roll out in a timely fashion our new models or fixes

Provide functional and technical support to quants and other developers

Build automated ETL pipelines to support rapid but controlled transition from research to live

Participate in or lead a full stack agile team to deliver quality work in each sprint

Proactively monitors and supports the production landscape to address issues in a timely fashion

Qualification

Quantitative developmentPythonQuant analytical toolsFinancial products knowledgeMarket risk understandingCredit risk understandingLarge datasets experienceCommunication skills