Quant Analyst (Risk Management)

Polymer Capital; Hong Kong; On-site; HKD 480,000 - 600,000; Full time

Job summary

Polymer Capital in Hong Kong is looking for a skilled individual to develop and maintain a risk management system with a focus on global macro strategies. You will collaborate with the team to enhance quantitative analytics and ensure effective data visualization tools.

The ideal candidate possesses strong development skills in Python and understands financial metrics. A commitment to accuracy in task completion and a strong sense of ownership are crucial for this role.

Qualifications

• Proficient in data analytics and visualization tools like Python (NumPy, Pandas, FastAPI) and Excel (VBA).
• Experience with back-end development and RESTful APIs.
• Solid understanding of mathematics and statistics.
• Good financial knowledge including return/PnL calculation and risk metrics.

Responsibilities

• Develop and maintain a risk management system focusing on global macro strategies.
• Conduct R&D on quantitative analytics and strategies.
• Create interactive data visualization tools.
• Assist portfolio managers with risk metrics and insights.

Skills

Data analytics and visualization using Python

Back-end development with RESTful API

Database management (SQL/NoSQL)

Responsive website development with JavaScript frameworks

Job description

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