Position Overview
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.