My client is a leading regional financial institution is seeking a senior Quant Analyst with deep experience in Risk analytics, to join their expanding team in Shanghai. This is a team lead role wherein the successful candidate will manage a team of quant developers and analysts, and have the following responsibilities:
Responsibilities
- Develop, implement, and maintain the Risk Analytical Models, especially VaR/ES Models to measure and monitor risks across the organization.
- 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 overall Risk department to ensure alignment of risk metrics and methodologies across the organization
- 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 Master/PhD degree in a Quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
- Minimum 5 years of experience in financial markets, with hands-on expertise in Derivatives Pricing and Risk modelling.
- Solid team leadership/management experience, managing Quant Strategists and Developers.
- Excellent Python skills and experience
- Solid communication skills, with the ability to effectively explain complex concepts and manage diverse stakeholder relationships.
- Mandarin is essential with fluency in English