Senior Quant Analyst | Risk & Portfolio Analytics

Selby Jennings; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Analyst (Risk Management) in Hong Kong to join a growing risk team. The role involves close collaboration with investment and risk professionals across portfolio construction, performance analysis, and risk monitoring.

You will build and validate models, conduct quantitative analyses, and generate portfolio analytics and risk reports for senior leaders. A strong quantitative skillset and experience with financial markets are essential.

Qualifications

• 5–10 years of experience in quantitative analysis or risk management.
• Experience with hedge funds or alternative investments.
• Strong foundation in financial markets and asset classes.
• Proficiency in Python, SQL, VBA, and advanced Excel.

Responsibilities

• Monitor portfolio risks and exposures with the Head of Risk Management.
• Conduct portfolio, hedge fund, and market instrument analysis.
• Work with investment teams on performance attribution and factor analysis.
• Produce risk reports and portfolio analytics for senior management.
• Maintain and enhance risk databases and platforms.
• Drive process automation using quantitative tools.
• Gain exposure to the full investment lifecycle.

Skills

Quantitative analysis

Communication

English fluency

Portfolio analysis

Risk management

Tools

Python

SQL

VBA

Excel

Bloomberg

Job description

Selby Jennings is seeking a Quantitative Analyst (Risk Management) in Hong Kong to join a growing risk team. The role involves close collaboration with investment and risk professionals across portfolio construction, performance analysis, and risk monitoring.

You will build and validate models, conduct quantitative analyses, and generate portfolio analytics and risk reports for senior leaders. A strong quantitative skillset and experience with financial markets are essential.