Responsibilities:
Day-to-day market risk management report of quant trading strategies.
Risk reporting tailored to the relevant requirements. Proposing implementing risk management rules when needed by traders exchange rules.
Building risk awareness amongst staff by providing support training within the company
Requirements:
Bachelor’s degree higher in Computer Science, Engineering similar majors.
Familiar with quantitative risk management, e.g., NAV calibration, PNL reconciliation, risk statistics computation.
Strong programming skills, professional Python.
Good knowledge of Linux, scripting skills, database version management
Analytical problem-solving skills.
Good communication skills.