Posted 15 days ago
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**Global Banking & Markets, SPG Risk Management Strats, Associate/ Vice President, Hong Kong** - **Responsibilities:** - Scale risk management for exposures across Equity, FX, rates, funding spreads, etc. - Expand pricing capabilities and risk metrics to new underliers - Perform scenario analysis and stress testing, collaborating with trading teams - Identify and quantify tail risks - **Required Skills & Experience:** - Strong academic background in STEM fields - Proficient in quantitative and programming skills (Java, C++, Python) - Solid interpersonal and communication skills - Ability to balance both detail-oriented focus and big-picture view - Demonstrated problem-solving skills and quick delivery - Experience in a dynamic, fast-paced environment - **Preferred Qualifications:** - Knowledge of financial markets, modeling, and quantitative probability concepts
- Compensation
- Not specified
- City
- Hong Kong
- Country
- Hong Kong
Currency: Not specified
Full Job Description
What We Do:
Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.
Within SPG, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop our Equities financing and One Delta trading capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
Your Impact:
Youll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Synthetic trading business.
Role Responsibilities:
- Scale the business by building risk management for exposures to Equity, FX, Funding spreads, rates etc.
- Expand the scope of our pricing capabilities as well as risk metrics to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Build tools and framework to perform scenario analysis to evaluate impact under various stress shocks, work closely with trading to design stress shocks relevant for desk positions/markets.
- Identify tail risks and build metrics to quantify desk exposure to various tail risks
Who We Look For:
An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.
Basic Qualifications:
- Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
- Strong quantitative and programming skills (Java, C++, Python)
- Strong interpersonal/communication skills
- Ability to focus both on details and on the big picture
- Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
- Ability to solve problems and to explain underlying ideas
Preferred Qualifications:
- Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability
