Quantitative Analyst
- Employer
- Profile Search & Selection
- Location
- Shanghai, China
- Salary
- Negotiable
- Closing date
- Jun 15, 2023
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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JOB OVERVIEW
We are seeking a highly analytical and detail-oriented Quantitative Analyst to join our team in Shanghai. The
Quantitative Analyst will be responsible for developing, implementing, and maintaining the pricing and risk
analytical models, especially VaR/ES models to measure and monitor risks across the organization.
JOB RESPONSIBILITIES
Develop, maintain and improve the VaR models to ensure accurate measurement of market risk exposures
Analyse and interpret market data to identify trends and potential risks
Work closely with risk management, product development, and other stakeholders to provide insight on the risk profile of trading positions
Conduct stress testing to assess the impact of potential market scenarios on the portfolio
Analyse portfolio risk metrics and provide regular reports to senior management
Collaborate with other risk teams to ensure alignment of risk metrics and methodologies across the organization
Continuously monitor and evaluate the performance of VaR models and suggest improvements or adjustments as necessary.
JOB REQUIREMENTS
A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering,
Electrical Engineering, Statistics etc.)
At least 5 years of relevant work experience in the risk quant analysis or development with a focus on VaR
Strong analytical and problem-solving skills with a deep understanding of financial markets and exchange traded products
Have solid experience in coding and be proficient in Python.
Good communication skills with the ability to explain complex ideas to non-technical stakeholders
Self-motivated and able to work independently as well as in a team-oriented environment
Fluent in English
We are seeking a highly analytical and detail-oriented Quantitative Analyst to join our team in Shanghai. The
Quantitative Analyst will be responsible for developing, implementing, and maintaining the pricing and risk
analytical models, especially VaR/ES models to measure and monitor risks across the organization.
JOB RESPONSIBILITIES
Develop, maintain and improve the VaR models to ensure accurate measurement of market risk exposures
Analyse and interpret market data to identify trends and potential risks
Work closely with risk management, product development, and other stakeholders to provide insight on the risk profile of trading positions
Conduct stress testing to assess the impact of potential market scenarios on the portfolio
Analyse portfolio risk metrics and provide regular reports to senior management
Collaborate with other risk teams to ensure alignment of risk metrics and methodologies across the organization
Continuously monitor and evaluate the performance of VaR models and suggest improvements or adjustments as necessary.
JOB REQUIREMENTS
A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering,
Electrical Engineering, Statistics etc.)
At least 5 years of relevant work experience in the risk quant analysis or development with a focus on VaR
Strong analytical and problem-solving skills with a deep understanding of financial markets and exchange traded products
Have solid experience in coding and be proficient in Python.
Good communication skills with the ability to explain complex ideas to non-technical stakeholders
Self-motivated and able to work independently as well as in a team-oriented environment
Fluent in English
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