A company is looking for a Manager/Director, Quantitative Risk Management.
Key Responsibilities:
Collaborate with risk managers and quant researchers to implement efficient risk library
Implement and optimize core algorithms for risk models and pricing functions
Develop real-time and ad-hoc risk tools and calculation engines for measuring and controlling various financial risks
Required Qualifications:
Proficient programming skills in Python required, strong programming in Java/C++ preferred
Masters or above in a quantitative discipline including computer science, financial engineering, math, physics, statistics, engineering, etc
3 – 8 years of working experience in quantitative development
Good knowledge in risk models, derivatives pricing and options volatility surface is required
Strong analytical skills, ability to present complex issues in a clear and concise manner
