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Senior Quantitative Risk Analyst

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Job ID 133729 Date posted 08/24/2021 Location : Shanghai, China

Job Purpose and Impact

The Quantitative Risk Analyst III will identify, create and maintain a range of quantitative risk measures. In this role, you will participate in projects to advance the current risk models and risk tools used in the risk management group. In addition, you will work in a fast paced trading environment and interact with other teams and stakeholders across the globe.

Key Accountabilities

  • Develop and enhance risk models and risk tools to enable more advanced analysis of risk positions and support the proactive identification and assessment of risk positions.
  • Responsible for the calibration and back-testing of risk models and actively work to further enhance the existing risk models to improve the measurement as well as participate in the development of risk frameworks with a focus on quantitative trading strategies.
  • Design, implement and validate risk models and quantification techniques to appropriately capture market risk exposures generated by the business and deliver options analysis and simulations scenarios.
  • Perform quantitative analysis and lead in the development of risk analytics to enable risk insights, including the development of risk models and risk decomposition tools to support portfolio analysis, model embedded optionality in physical agreements and perform statistical analysis.
  • Apply machine learning techniques to risk data to enhance risk estimation and scenario analysis.
  • Support risk managers and the enterprise risk lead in performing ad-hoc analysis enabling the proactive assessment of risk and communicating to stakeholders.
  • Participate in broader risk management group-wide and the company-wide quantitative initiatives, building collaborative relationship across different geographies with colleagues and stakeholders across the various trading hubs.
  • Independently handle complex issues with minimal supervision, while escalating only the most complex issues to appropriate staff.
  • Other duties as assigned

Qualifications

Minimum Qualifications

  • Bachelor's degree in a related field or equivalent experience

Preferred Qualifications

  • Doctorate degree in a scientific or quantitative field.
  • Prior experience in machine learning.
  • Prior experience with optimization techniques.
  • Prior experience in time series analysis.
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