Quantitative Researcher
RESPONSIBILITIES
• Analysis on various topics regarding market data, model data, operation data etc.
• Design & implement effective data measurement metrics for firm-wide portfolios using statistical methods.
• Design & implement stress tests using historical and real time market data. Propose well-thought-out actionable risk decisions project managers.
• Build large scale distributed computing programs to generate insightful analytics and present results in user-friendly visualization.
• Research on tail risk management. Develop market insight and intuition.
QUALIFICATIONS
• Experience with programming languages and data analysis tools, such as Python, Java, C/C++, R, Matlab etc.
• Familiar with concepts and tools in statistics. Familiarity with risk profile of various financial instruments, especially instruments with embedded options is a plus.
• Strong communication skills, including ability to clearly and effectively communicate with quantitative researchers, engineers, as well as project managers and senior management.
• Can quickly learn about existing practices / methodologies / processes or lack thereof, think creatively & strategically, propose enhancements/solutions and deliver concrete resulting products / processes to stakeholders.
• Willingness and excitement to learn unfamiliar quantitative subjects or tools/technologies, as required on the job.
• Strong interpersonal skills, maturity, self-awareness, humility, confidence without ego.