Senior Quant Risk Analyst

• Develop, implement, and maintain risk analytical models, particularly VaR/ES Models, to measure and monitor risks across the organisation.
• Analyse and interpret market data to identify trends and potential risks
• Collaborate closely with IT/Quant Development, Risk Management and Business Analysis teams, as well as other stakeholders, to provide risk-related insights on Derivative positions.
• Work hand-in-hand with the overall Risk department to ensure alignment of risk metrics and methodologies across the organisation
• Analyse portfolio risk metrics and conduct stress testing to assess the impact of potential market scenarios on the portfolio, providing regular reports to senior management
• Ensure that the team is regularly producing high-quality documentation in line with organisational standards.

• Highly analytical and detail-oriented with a Masters/PhD degree in a Quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics, etc.)
• Minimum 8 years of experience in financial markets, with hands-on expertise in Derivatives Pricing and Risk modelling.
• Solid Market and/or Liquidity Risk Management experience from a reputable financial institution.
• In-depth understanding of financial and investment products, related risk factors, and trading dynamics
• CPF, CFA, FRM, etc. qualifications are preferred, with excellent Python skills and experience
• Solid communication skills, with the ability to effectively explain complex concepts and manage diverse stakeholder relationships.
• Fluency in English, with Cantonese and Mandarin a great benefit

Nicoll Curtin