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QUANTITATIVE AND RISK ANALYST

LFCC Management Limited
Hong Kong
Posted about 16 hours ago In-Office Permanent Competitive

ORGANIZATION

A growing and innovative Hong Kong based single-family office, an affiliate company of LFCC, is under expansion. With its institutional level AUM and investment expertise, the firm invests similar to a multi-strategy hedge fund in a multitude of asset classes globally, ranging from fixed income and equity to structured products and alternative investments. The firm is looking to fill the following position reporting directly to the Chief Investment Officer:

 

QUANTITATIVE AND RISK ANALYST

The analyst will be primarily responsible for quantitative research and portfolio risk analysis.  This includes: a) lead research on quantitative-based investment ideas, b) optimize trade expressions and execution through back-testing, Monto-Carlo simulation, and other quantitative techniques, c) lead development of risk management framework and pro-actively monitor portfolio risks under current and various stressed scenarios, d) develop/customize and maintain OMS/EMS/PMS and risk management systems, e) work closely with CIO to drive portfolio level decisions.  In addition, the analyst is expected to assist/lead other activities as it arises.

 

The ideal candidate will have the following attributes:

  • Two or more years of work experience in quantitative investment research and/or portfolio risk analysis.
  • Strong modeling and programing skills (Python, R, Mathlab, VBA, SQL) and database knowledge
  • Knowledge of securities across asset classes.
  • Understanding of macro events including Central Bank actions
  • Proficient in Bloomberg and other commercial OMS/EMS/PMS and risk management systems.
  • Medium to advanced level PowerPoint users.
  • Experience in fixed income instrument and credit analysis is a plus.
  • Experienced in developing/using Multi-Factor models is a plus
  • Entrepreneurial personality to work in flexible small company environment
  • Advanced degree in math, science, engineering, or finance.

 

SALARY

Compensation will be competitive and commensurate with the candidate’s experience and skills.

 

CONTACT

Please e-mail a cover letter and resume/CV to iris.lo@lfcc.com.hk with a subject heading of the position applying for.

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