Ashford Benjamin is working alongside a global hedge fund as they scale up their APAC risk management function in Hong Kong.
You will provide risk oversight for complex multi-asset arbitrage strategies across international exchanges. Your day-to-day will involve real-time exposure tracking, quantitative risk modeling (including VaR and factor analytics), and leveraging Python, SQL, and advanced data tools to engineer automated risk dashboards. Operating at the intersection of the business, you will partner closely with quantitative traders, engineering, treasury, clearing, and compliance functions to streamline post-trade workflows and exception resolution.
Ideal candidates bring not less than 7 years of quantitative or risk management background within a multi-strategy trading environment, with solid programming capacity in Python, SQL, VBA, or C++.
Please send your CV to Vivian Chen at vchen@ashford-benjamin.com, or call +852 2315 9503for a confidential discussion.
To apply for this job email your details to vchen@ashford-benjamin.com