职位编号：010098
Responsibilities：
Develops risk management and surveillance solutions for various types of financial products, especially structured products issued by private bank.
Develop comprehensive in-house Risk system and senario monitoring the volatility
Develops risk methodology and stress test capabilities to enhance risk assessment in various asset classes.
Develops top down and bottom up portfolio risk reports to identify and monitor the major risks in portfolios
Develop tools for portfolio analytics (cash, sensitivities, prices)
Quick respond to any alert
Qualifications for quantitative risk analyst
Masters or PhD degree in a quantitative subject such as Computer Science, applied Mathematics, Statistics, or related field
10+ year working experience in Asset Managemet/or equivalent firm as a risk expert
Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations)
Strong ability in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models
Strong proficiency in Python programming, particularly in data manipulation, statistical analysis, and model development using libraries such as NumPy, pandas, and SciPy.
Risk management experiences in crypto transactions is a plus.