Job Description

Focus on developing and maintaining a risk management system with an emphasis on global macro strategies. Collaborate with the team to enhance quantitative analytics and strategies.
Key Responsibilities

• Develop and maintain a robust risk management system for global macro strategies, alongside Equity L/S.
• Conduct R&D on quantitative analytics/strategies.
• Coordinate with other departments to create interactive data visualization tools, ensuring data sourcing, processing, and validation.
• Assist portfolio managers by explaining risk metrics and providing insights through the risk portal or other risk tools.

Requirements

• Development skills:
  • Proficient in data analytics and visualization using Python (NumPy, Pandas, FastAPI, etc.), Excel(VBA) etc.
  • Experience with back-end development, including RESTful API and SQL/NoSQL databases.
  • Experience in building responsive websites with JavaScript frameworks like React or Vue is a plus.
  • Solid understanding of mathematics, statistics, probability etc.
• Good financial knowledge, including return/PnL calculation, risk metrics like volatility, Sharpe ratio, VaR, and derivative pricing.
• Strong sense of ownership and responsibility.
• Commitment to accuracy and thoroughness in task completion.

Additional Skills (Good to Have):

• Deep understanding of global macroeconomic factors and their impact on risk management.