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Recruit Ref: L049642299
Posting Date: 2021-01-20
SIRIUS Partners Limited
SIRIUS Partners Limited

SIRIUS Partner Group is a Asia Pacific regional advisory group. Our services include: intellectual capital, technology consulting, digital transformation, executive search, market competitor analysis, big data analysis and much more.
Founded in 2009 in Hong Kong SAR, SIRIUS Partners Group “SPG” have on-shore offices located in Hong Kong SAR and China PRC, and affiliates in Australia, India, Japan and Singapore.

Our clients include some the world’s most prestigious investment banks, asset managers, hedge funds, accounting, financial technology and trading firms.

At SIRIUS Partner Group we are dedicated to the pursuit of excellence: achieving innovative, efficient and strategic solutions for both clients and candidates is the core aim of our business. We believe strongly in maintaining the highest levels of confidentiality, trust and integrity within our industry.

SIRIUS Partner Group consist of SP Advisory Limited, SP Consulting Limited, Sirius Partners Limited.

For more information visit our company website www.siriusp.com.

Index Data Analytics & Quantitative Modelling

The candidate will have opportunity to work on innovative financial models, for pricing as well as risk management, utilizing the latest technologies. The candidate will learn about our clients’ needs and validate the quantitative models that fulfill those needs. The members of our team have opportunities to contribute in a broad set of roles including: studying functional, non-functional and analytic specifications, developing test plans and test cases, verifying formulas and implementing and using automated test tools.

  • Pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products
  • Portfolio level risk analysis
  •  VaR methodology
  •  Automation framework, built with state-of-the-art technologies, for validation of the models

The candidate will also have responsibilities on a daily basis to a range of areas:

  • Develop and extend independent validation tools which are used to ensure accuracy for all numbers produced by our analytics engines
  • Analyze and extend the analytics regression tests to ensure the complete and efficient coverage for all analytics engine statistics and asset types

Requirements

  • Relevant work experience in model validation
  • Experienced in finance, quantitative finance, financial mathematics, mathematics, physics, statistics or another quantitative field
  • Experience with a programming language (e.g. Matlab, Python, R, C++, C#)
  • Strong motivation to learn about financial markets
  • Outstanding advanced mathematical and quantitative skills
  • Strong written and oral proficiency in English
  • Interest working in an environment that combines finance and technology
  • Strong sense of ownership with projects
  • Willing to work in a global team environment

Interested candidates kindly forward your Cv to hr@sirius-partners.com


Summary
Industry:
Banking / Finance / Securities / Investments 
Job Position Level:
General 
Employment Term:
Full Time 
Min. Edu. Level Req:
-- 
Total Working Exp:
-- 
Salary(HKD):
--
Benefits:
--
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