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Quantitative Analyst (Risk Management)

Selby Jennings

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0-2 Years
10 days ago
26 Viewed
0 Applied

Job Description

Quantitative Analyst (Risk Management) - Join Our Shenzhen Team

Introduction:

We are seeking an astute and analytical mind to join our dynamic team in the bustling tech hub of Shenzhen, China. As a permanent member of our workforce, you will undertake the crucial role of managing risk within a sophisticated quantitative framework. This opportunity is ideal for someone with keen insight into derivatives and equity products who thrives on monitoring systems at their statistical core.

Responsibilities include but not limited to:

- Developing advanced models that quantify market risks including interest rate fluctuations.

- Meticulously overseeing derivative portfolios ensuring they align with strategic risk parameters.

- Implementing robust quantitative investment strategies (QIS) tailored towards fund management optimization.

Essential Skills:

-Quant Risk Management: Must possess expertise in identifying, assessing, and mitigating potential losses related to financial uncertainties using complex mathematical methods.

-Derivatives Knowledge: Comprehensive understanding required for various types of derivatives contracts ability to analyze how these instruments can be used effectively within portfolio strategy.

-Equity Products Acumen: Should have familiarity with different types of equities as well as experience working closely alongside such assets considering volatility levels pertinent from both microeconomic & macroeconomic perspectives.

This position offers immense professional growth opportunities by integrating you into an expert quant team focused on evolving conventional finance approaches through innovative thinking supported by cutting-edge technology. Your contribution would ensure operational excellence while shaping resilient frameworks capable enough against fluctuating economic landscapes around us today!

Are you ready Apply now!

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Last Updated: 19-06-2024 02:19:07 PM
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