| 職位 | Quantitative Risk Developer / Risk Manager – Hedge Fund |
| 刊登日期 | 28 Mar 2026 |
| 已過期 | 27 Apr 2026 |
| 公司名稱 | Ashford Benjamin Ltd. |
| 地點 | 香港 | HK |
| 僱傭形式 | Full Time |
最新職位資訊來自 Ashford Benjamin Ltd. 職位為 Quantitative Risk Developer / Risk Manager – Hedge Fund. If the Quantitative Risk Developer / Risk Manager – Hedge Fund 職位空缺在 香港 符合您的資格，請直接透過更新後的 Jobkos 招聘門戶提交最新的申請或履歷。
請注意，求職申請並非總是容易的，申請人必須符合公司設定的特定要求。我們希望以下在 Ashford Benjamin Ltd. 職位為 Quantitative Risk Developer / Risk Manager – Hedge Fund 的職業機會適合您的專業資格。
We are working with a leading hedge fund that is looking to expand its APAC Risk Management team. Candidates can be based in 香港, 新加坡 or Shanghai.
In this 職位, you will work closely with portfolio managers, traders and quants to evaluate portfolio exposures, set and monitor risk limits, and provide real-time and forward-looking risk insights to inform trading decisions. You will implement quantitative models for risk measurement (including VaR, stress testing and scenario analysis), instrument modelling and empirical research.
The ideal candidate will have at least 5 years of quant developer, quant risk or risk management experience within an HFT environment, strong programming skills in Python and/or C++, and exposure to CI/CD practices. You should be familiar with financial markets products and have hands‑on experience handling Equities or Fixed Income products.
Please send your CV to Vivian Chen at , or call +852 2315 9503 for a confidential discussion.
#J-18808-Ljbffr在閱讀並了解職位資料中說明的入職標準及最低資格要求後， Quantitative Risk Developer / Risk Manager – Hedge Fund at the office 香港 以上，請立即準備好求職信、履歷表（CV）、畢業證書副本及其他證明文件。請透過下方的「下一頁」連結提交申請。
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