AVP- Quantitative Risk (12 months contract)

Our client, a Reputable Financial Institution, is looking to a hire a high caliber to join group - quantitative risk management team to support initiatives such as new product/service launch, methodology changes and model parameter reviews. Requirements:

• Participate actively in model implementation, testing, analysis, and data collection and clean-up etc.
• Develop and maintain of our pricing/risk models and infrastructure components.
• Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis.
• Collaborate closely with the model validation team to facilitate the validation of the models that the team developed.
• Work with the Data teams in order to support the production and be able to roll out in a timely fashion the new models or fixes.

To succeed in this role, you are requiring having 3 years' + relevant experience in in derivatives pricing and risk modelling from international bank environment. Requirements:

• Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
• Experience and proficiency in Python are preferred
• Experiences in managing large datasets, tick data experience are highly regarded
• Strong analytical and problem-solving skills
• Strong communication and interpersonal skills
• Fluency in spoken and written English

Our client offers attractive compensation, hybrid, dynamic and fast-paced work environment. For all interested parties, please contact and send your CV to Selene Ma at selene.ma@connectedgroup.com for more details. For other available opportunities, please visit