Quantitative Risk Analyst - Fund of Funds Quantitative Risk Analyst - Fund of Funds …

Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 21 Jul 21
Negotiable
Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 21 Jul 21
Negotiable
Our client is a family office with sizeable AUM. The Quantitative Risk Analyst will be responsible for improving financial risk analytic tools, methodologies and evaluating portfolios.

Responsibilities:

  • Assist Head of Risk Management with risk monitoring of portfolio
  • Conduct analysis on market investment instruments
  • Work with investment team on performance modelling and risk factor analysis
  • Assist with implementation process improvements on risk platforms
  • Product risk reports

Requirements:

  • The candidate should have solid data processing skills - Python/ VBA/ SQL
  • The candidate should have knowledge of different assets classes
  • Must be detail oriented
  • Excellent spoken/ written English skills
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