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

Selby Jennings
in Hong Kong
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Jul 21
Negotiable
Selby Jennings
in Hong Kong
Festanstellung, Vollzeit
Letzte Bewerbung, 26 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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