The opportunity to work and grow in a dynamic and challenging environment working directly with Chief Risk Officer of QT Fund.
A dynamic, reciprocal and academic environment where new ideas are put through rigorous analysis and testing.
Implement risk management techniques and research. Evaluate quantitative trading strategies, design and implement scenarios to evaluate existing portfolios across all asset classes.
As a junior researcher and quant developer re-engineer, design, develop and improve the existing risk and treasury management framework and its functional components.
Understand and implement key risk methodologies and factor models, prepare risk reports for senior management.
Monitor the processes and understand wider business areas, to ensure appropriate understanding of the Fund's overall portfolio risk. Find opportunities to improve the performance and consistency based on quantitative analysis of holdings and execution data.
Carry out day to day validation of risk information. Set up and maintain appropriate quality controls for the processed data ensuring complete and accurate risk bring together and reporting for all portfolios. Timely communication of key points to senior management.
You have excellent academic background with an advanced degree in computer science or other related quantitative disciplines from a premier institute.
You have 0-3 years' experience (in a related field ideal); technical background with quantitative interest preferred.
You have excellent programming skills preferably advanced level Python and SQL knowledge. Strong quantitative and data science skills, familiarity with databases and automation is important. Object oriented concepts and exposure to algorithms is plus.
You should be curious and passionate about quantitative finance and financial markets.
You are a self-starter with ability to work independently as well as part of a team.
Knowledge of statistics, time series, and risk management models will be a plus.