{"id":2058,"date":"2024-10-15T17:51:22","date_gmt":"2024-10-15T09:51:22","guid":{"rendered":"https:\/\/bmchjob.com\/?post_type=job&#038;p=2058"},"modified":"2024-10-17T21:22:59","modified_gmt":"2024-10-17T13:22:59","slug":"quant-risk-head","status":"publish","type":"job","link":"https:\/\/bmchjob.com\/en\/job\/quant-risk-head\/","title":{"rendered":"quant risk head"},"content":{"rendered":"<p><strong>\u804c\u4f4d\u7f16\u53f7\uff1a010098<\/strong><\/p>\n\n\n\n<p><strong>Responsibilities\uff1a<\/strong><br>Develops risk management and surveillance solutions for various types of financial products, especially structured products issued by private bank.<br>Develop comprehensive in-house Risk system and senario monitoring the volatility<br>Develops risk methodology and stress test capabilities to enhance risk assessment in various asset classes.<br>Develops top down and bottom up portfolio risk reports to identify and monitor the major risks in portfolios<br>Develop tools for portfolio analytics (cash, sensitivities, prices)<br>Quick respond to any alert<\/p>\n\n\n\n<p><strong>Qualifications for quantitative risk analyst<\/strong><br>Masters or PhD degree in a quantitative subject such as Computer Science, applied Mathematics, Statistics, or related field<br>10+ year working experience in Asset Managemet\/or equivalent firm as a risk expert<br>Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns\u2019 distribution, volatility, correlations)<br>Strong ability in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models<br>Strong proficiency in Python programming, particularly in data manipulation, statistical analysis, and model development using libraries such as NumPy, pandas, and SciPy.<br>Risk management experiences in crypto transactions is a plus.<\/p>","protected":false},"excerpt":{"rendered":"<p>\u804c\u4f4d\u7f16\u53f7\uff1a010098 Responsibilities\uff1aDevelops risk management a [&hellip;]<\/p>\n","protected":false},"author":3,"featured_media":0,"template":"","meta":{"_acf_changed":false},"industry":[37],"job_type":[60],"work-area":[66],"class_list":["post-2058","job","type-job","status-publish","hentry","industry-web3","job_type--pm","work-area-66"],"acf":[],"_links":{"self":[{"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/job\/2058","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/job"}],"about":[{"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/types\/job"}],"author":[{"embeddable":true,"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/users\/3"}],"version-history":[{"count":2,"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/job\/2058\/revisions"}],"predecessor-version":[{"id":2319,"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/job\/2058\/revisions\/2319"}],"wp:attachment":[{"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/media?parent=2058"}],"wp:term":[{"taxonomy":"industry","embeddable":true,"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/industry?post=2058"},{"taxonomy":"job_type","embeddable":true,"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/job_type?post=2058"},{"taxonomy":"work-area","embeddable":true,"href":"https:\/\/bmchjob.com\/en\/wp-json\/wp\/v2\/work-area?post=2058"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}