Quant Analyst, Risk Management (Global Macro)

Polymer Capital Hong Kong; Hong Kong; On-site; HKD 550,000 - 900,000; Full time

Job summary

Polymer Capital Hong Kong focuses on designing and maintaining a robust risk management system for global macro strategies, including Equity L/S. You will collaborate with the team to enhance quantitative analytics and strategies.

You will develop interactive data visualization tools, ensure data sourcing, processing, and validation, and assist portfolio managers by explaining risk metrics through the risk portal or other risk tools.

Qualifications

• Proficient in Python for data analytics and visualization.
• Experience with back-end development and RESTful APIs.
• Strong mathematical, statistical and probability foundations.
• Good financial knowledge including risk metrics and derivative pricing.
• Strong sense of ownership and responsibility.
• Commitment to accuracy and thoroughness in task completion.

Responsibilities

• Develop and maintain a robust risk management system for global macro strategies, alongside Equity L/S.
• 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.

Skills

Python

NumPy

Pandas

FastAPI

Excel

VBA

RESTful API

SQL

NoSQL

Statistics

Finance

Data Visualization

Ownership

Accuracy

Tools

RESTful API

SQL

NoSQL

Job description

Polymer Capital Hong Kong focuses on designing and maintaining a robust risk management system for global macro strategies, including Equity L/S. You will collaborate with the team to enhance quantitative analytics and strategies.

You will develop interactive data visualization tools, ensure data sourcing, processing, and validation, and assist portfolio managers by explaining risk metrics through the risk portal or other risk tools.