We are partnered with a 7bn+ USD Quant Fund who are looking to build out a Quantitative Risk Development Team. You will be responsible for leading a team of developers who design, implement, and maintain risk systems and tools for our portfolio managers and traders.
Responsibilities:
- Lead the development and enhancement of risk systems and tools for equities and options trading, using C++, Python, SQL, and other technologies
- Manage the risk data pipeline, ensuring data quality, accuracy, and timeliness
- Collaborate with the quant research team to understand and implement risk models and methodologies, such as VaR, stress testing, scenario analysis, etc.
- Provide risk reports and analysis to senior management and stakeholders, highlighting key risk exposures, drivers, and trends
- Mentor and coach junior developers, ensuring best practices and standards are followed
- Troubleshoot and resolve any risk-related issues or incidents
Requirements:
- A bachelor's degree or higher in computer science, engineering, mathematics, physics, or a related field
- At least 5 years of experience in developing risk systems and tools for equities and options trading, preferably in a quant fund or a hedge fund
- Strong knowledge of risk management concepts and techniques, such as VaR, stress testing, scenario analysis, etc.
- Proficient in C++, Python, SQL, and other technologies used for risk development
- Excellent communication and interpersonal skills, with the ability to work effectively in a team and across functions
- A proactive and innovative mindset, with the ability to solve complex problems and deliver high-quality solutions
- Mandarin speaking is preferred
This role can be sat in Hong Kong, Beijing or Shanghai.
