Main responsibilities:

• Design, implement and maintain sophisticated mathematical models to forecast asset prices, evaluate trading signals, and optimize portfolio allocations
• Construct risk frameworks and perform Monte Carlo simulations, stress-testing, and Value-at-Risk (VaR) analysis
• Utilize statistical tools (Python’s Pandas, R’s Tidyverse) and databases such as SQL, NoSQL
• Code low-latency execution algorithms, refine data pipelines and deploy cloud-based solutions

Qualifications:

• Master’s degree/PhD in Mathematics, Financial Engineering, Computer Science, Physics or related discipline
• Programming proficiency in Python, R, C++, or MATLAB
• Familiarity with Bloomberg Terminal, FactSet, or risk management platforms, SQL
• Deep understanding of financial instruments and market microstructure, factor investing, smart beta strategies and asset pricing theories

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For more information about this role, please contact Dohee Kim with your resume at +852 5424 6512 or by clicking Apply Now to apply job.

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