We have been mandated on a search with a leading financial institution on a quantitative risk role.

This is an exciting opportunity for quantitative candidates to be part of the growing team and implement the quantitative strategy. You will be responsible in pricing models and risk models, quantitative analysis and data analysis.

The ideal candidate should have strong quantitative background, with not less than 5 years’ experience in financial service industry covering quantitative desk/ pricing model. Solid statistical programming skill is essential (Python, R, Matlab or SQL).

Experience in handling risk model or pricing model is highly preferred.

For more information get in touch with Vivian at +852 2315 9503 or vchen@ashford-benjamin.com

To apply for this job email your details to vchen@ashford-benjamin.com