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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
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

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