Senior Quantitative Analyst

Primary responsibility: 

•        Collaborate with AXA HK Head of Investment & Solutions to design software architecture to automate recurring asset and derivative rebalancing activities.

•        Develop & implement Python-based asset & derivative portfolio rebalancing framework from scratch. Key responsibilities will include:

• Timely delivery of idiomatic, maintainable and extensible code.
• Implementation of unit & functional test suites to ensure consistency and accuracy of the rebalancing result.
• Rolling-out comprehensive and accurate documentation of the codebase.

• Dev-ops responsibilities may include but are not limited to: deployment of compute nodes via IaaS platforms, automated software provisioning of compute nodes, implementation of CI/CD pipelines, etc.
• Ongoing maintenance & feature development of the codebase.

Secondary responsibilities:

• Enhance & automate data analytics & reporting systems by implementing interactive web-based dashboards to aggregate management information related to INV & ALM monitoring.
• Commando role to support pricing of complex derivative portfolios.
• Support and advise best practices for tech integration across all INV & ALM workloads.

Tertiary responsibilities:

• Depending upon experience and capability, the successful candidate may have the opportunity to participate in the design and implementation of sophisticated investment strategies (both systematic and tactical).
• Provide critical analysis of investment strategies and assess potential balance sheet impacts (across all relevant dimensions incl. Solvency, Risk, Accounting, Liquidity, etc.).

•         Degree holder (from a reputable university, ideally with specialization in finance and computer science disciplines).

•         Excellent and demonstrable Python coding experience is a key requirement for this role. Experience using financial information systems (e.g. Bloomberg) is preferred.

•         Excellent quantitative finance skills (especially derivative pricing techniques) is a must.  At least 2 years of relevant experience, prior exposure to Liability Driven Investment and experience operating in an institutional finance context is strongly preferred.

•         Fluent English verbal and written.

We always start with our customers

As one of the largest global insurers, our purpose is to act for human progress by protecting what matters.

Protection has always been at the core of our business, helping individuals, businesses and societies to thrive. And AXA has always been a leader, an innovator, an entrepreneurial company, fostering progress in all its dimensions. Our purpose also links back to the Group's roots. From the outset, AXA has been committed to acting as a force for collective good. From solidarity-based actions with AXA Hearts In Action to work on prevention issues with the AXA Research Fund and the fight against climate change, AXA has always been attentive to its social environment and embraced its responsibility as an insurer: responsibility for taking action upstream in order to better understand risks, with one goal in mind: to ensure better protection.

We offer excellent career prospects and attractive remuneration package to the right candidates.