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香港交易所

VP (Quant Analyst) - CHC Quant Research Center - Risk

香港交易所
發布於 2024-04-26
截止日期
全職
其他
薪水
面議
工作描述

Job Summary:

Join a high calibre team of quant analysts and developers within HKEX’s mainland Quant Risk Centre and work closely with the Group Quant Risk team in HK
Participate actively in all aspects of quantitative research, including model design and implementation, back testing, machine learning based recommendation models, live trading analysis and data collection and clean-up etc.

 

Job Duties:

  • Develop and maintain of our pricing/risk/market discovery 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 our new models or fixes

 

Company Introduction:

 

港交所(深圳)控股有限公司是香港交易所集團於2019年12月23日在深圳前海註冊成立的全資子公司,並在上海設有分公司。港交所(深圳)控股有限公司致力於整合香港交易所集團於中國各地業務資源,實現標準化工作流程,提升效率,促進業務創新,從而全面協助集團發展內地業務,實現集團的戰略目標。 香港交易所集團是全球化的金融市場營運機構。透過設於香港的總部和倫敦的樞紐,爲股本證券、大宗商品、定息及貨幣等多種資產類別產品提供世界一流的交易及結算服務。

 

HKEX (Shenzhen) Holding Company Limited, registered in Qianhai, Shenzhen on December 23, 2019, is a wholly-owned subsidiary of the HKEX Group, with a branch in Shanghai. HKEX (Shenzhen) Holding Company Limited integrates business resources across China, standardisesze working process, improves efficiency, and promotes business innovation, aiming to assist the HKEX Group as itto develops business opportunities in Mmainland China and achieves its strategic goals of the whole groupglobally. HKEX Group is a international financial market operator in the world. From itsthe home in the financial hub of Hong Kong and an additional base in London, HKEX Group provide world-class facilities for trading and clearing securities and derivatives in Equities, Commodities, Fixed Income and Currency.

職位要求
  • 維護模型架構
  • 協助風控量化
  • 協助模型驗證
  • 配合數據發佈
技能
量化
模型
回測
機器