We are working with a leading hedge fund that is looking to expand its APAC Risk Management team. Candidates can be based in Hong Kong, Singapore or Shanghai.
In this position, you will work closely with portfolio managers, traders and quants to evaluate portfolio exposures, set and monitor risk limits, and provide real-time and forward-looking risk insights to inform trading decisions. You will implement quantitative models for risk measurement (including VaR, stress testing and scenario analysis), instrument modelling and empirical research.
The ideal candidate will have at least 5 years of quant developer, quant risk or risk management experience within an HFT environment, strong programming skills in Python and/or C++, and exposure to CI/CD practices. You should be familiar with financial markets products and have hands-on experience handling Equities or Fixed Income products.
Please send your CV to Vivian Chen at vchen@ashford-benjamin.com, or call +852 2315 9503 for a confidential discussion.
To apply for this job email your details to vchen@ashford-benjamin.com