Total 6 financial analyst job vacancies in quarry bay hong kong island

• Support Event Driven portfolio managers with corporate access, financial analysis, and due diligence on potential investment opportunities
• Monitor and analyze market trends, corporate events, and relevant news that may impact investment strategies
• Manage relationships with corporations, assisting the Portfolio Manager in decision-making by providing timely and relevant insights on potential trades and market conditions
• Develop and execute investment strategies focused on event-driven opportunities

• Bachelor's degree in Finance, Economics, Business, or a related field
• 3+ years of experience in sell-side Equity Capital Markets, Corporate Access, or buy-side investment analysis within event-driven strategies or a related field
• Strong interpersonal skills with a proven track record of building relationships with senior industry professionals
• Entrepreneurial mindset with creative and critical thinking abilities
• Excellent written and verbal communication skills, including the ability to present complex information clearly
• Proficiency in financial software and tools (e.g., Bloomberg, Excel, financial modeling software)
• Proactive attitude with a keen interest in capital markets and corporate finance
• Fluency in English and Mandarin is required

Job Summary:

Infini Capital Management Limited is seeking a talented Quantitative Analyst specializing in Risk Management to join our dynamic team. As a Quantitative Analyst, you will play a crucial role in identifying and managing potential risks associated with our investment strategies. You will work closely with portfolio managers, traders, and risk management professionals to develop and implement effective risk management solutions.

Key Responsibilities:

• Develop and implement advanced mathematical models for pricing derivatives across interest rate, foreign exchange, and equity products
• Design and maintain robust risk management tools to monitor and mitigate financial risks associated with derivatives trading
• Perform data modeling and analysis to support decision-making processes.
• Build and calibrate interest rate curves for accurate valuation of interest rate derivatives
• Validate and clean market data to ensure the integrity of pricing and risk models
• Configure data feeds to ensure seamless integration of market data into risk management systems
• Collaborate with IT teams to enhance the Quant library architecture, optimizing performance and scalability
• Stay abreast of the latest industry trends and regulatory requirements affecting quantitative risk analysis
• Communicate complex quantitative concepts to non-technical stakeholders
• Participate in ongoing professional development to maintain cutting-edge skills in quantitative analysis and financial engineering

• Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, or a related field
• Strong knowledge of risk management principles and methodologies
• Proficient in quantitative analysis tools, such as Matlab, R, or Python
• Excellent analytical and problem-solving skills
• Ability to work in a fast-paced and dynamic environment
• Effective communication and interpersonal skills
• Experience in risk management within the investment management industry is preferred

• Assist in day-to-day operations of the firm, including trade processing, reconciliation, and settlement
• Monitor and resolve trade-related issues and discrepancies
• Collaborate with internal teams to ensure timely and accurate data reporting
• Support the implementation of operational processes and procedures
• Assist with the onboarding of new Portfolio Managers and counterparties
• Perform regular audits and reviews of operational processes to identify areas for improvement
• Stay updated on industry regulations and ensure compliance with relevant guidelines

• Bachelor's degree in finance, accounting, or a related field
• Prior experience in operations within the financial services industry, especially in Hedge Funds, Buyside is preferred
• Strong analytical and problem-solving skills
• Excellent organizational and time management abilities
• Proficiency in Microsoft Excel and other data analysis tools
• Proficient in Python programming is preferred
• Understanding of trade processing, reconciliation, and settlement processes
• Detail-oriented with a focus on accuracy
• Ability to work well under pressure and meet deadlines
• Strong communication and interpersonal skills

• Private Health Insurance
• Pension Plan
• Performance Bonus
• Training & Development
• Paid Time Off

We are seeking a highly skilled Quantitative Analyst to join our team. As a Quantitative Analyst, you will be responsible for analyzing RV (Relative Value) data across multiple markets, including cross-market spreads, basis trades, calendar spreads, volatility spreads, ETF arbitrage, and fundamental-driven RV strategies within the FICC and Equity derivative universe.

Responsibilities:

• Analyze RV data: Utilize your expertise to analyze RV data, focusing on cross-market spreads, basis trades, calendar spreads, volatility spreads, ETF arbitrage, and fundamental-driven RV strategies. This analysis will involve identifying potential opportunities and risks, as well as assessing the profitability and viability of different trading strategies

• Infrastructure setup: Demonstrate strong knowledge and experience in setting up the necessary infrastructure for executing the above-mentioned RV trades. This includes understanding and implementing the required systems, tools, and technologies to support efficient trading operations

• Prop trading experience: Prior experience in onshore proprietary trading is highly desirable. Candidates with a background in China onshore prop trading will be given preference due to their familiarity with the unique challenges and intricacies of this trading environment

Requirements:

• Possess exceptional analytical abilities to interpret and manipulate large sets of RV data, and generate valuable insights for trading strategies
• Display a comprehensive understanding of RV trading concepts and strategies, including cross-market spreads, basis trades, calendar spreads, volatility spreads, ETF arbitrage, and fundamental-driven RV strategies
• Proficient in using relevant analytical tools and software, and possess the ability to develop and implement necessary infrastructure for RV trading
• Previous experience in China onshore proprietary trading is highly preferred, demonstrating a track record of success in executing RV trades
• Strong quantitative background: Hold a degree in a quantitative discipline such as mathematics, statistics, computer science, engineering, or a related field

• Private Health Insurance
• Pension Plan
• Performance Bonus
• Training & Development
• Paid Time Off

• Build and maintain detailed company models as directed by the Portfolio Managers
• Conduct fundamental research into companies, industries, and sectors
• Attend conferences and industry events
• Initiate and develop primary industry contacts, and build relationships with the relevant Sell-Side Analyst and Research Associates
• Ensure the accuracy and quality of all of the recommendation materials

• Bachelor's degree holder in Business Administration, Finance, Economics, or related disciplines
• A minimum of 2 years of experience in Equity Research, Private Equity, Investment Banking, Investment Management, Hedge Fund, Asset Management, or equivalent industry
• Highly numerate with excellent attention to detail and strong accounting knowledge
• Demonstrate ability to build financial models and conduct in-depth bottom-up fundamental research
• Strong analytical skills and ability to think independently about stocks and industries
• Ability to articulate and defend investment thesis through both written and verbal communications
• Proficiency in written and spoken English and Mandarin

• Private Health Insurance
• Pension Plan
• Performance Bonus
• Training & Development
• Paid Time Off

Job Responsibilities

• Work with various business functions in a dynamic hedge fund environment
• Optimize daily information flow and margin utilization across hedge fund counterparties
• Interface with quantitative trading teams to gain an understanding of trading and risk management processes
• Interact with C-level executives and trading teams to build algorithms and systems that are crucial to day-to-day management

• Bachelor's, Master's, or, Ph.D. in Computer Science and Engineering, Information Engineering, Quantitative Finance, and Risk Management
• Proficient in Python, HTML, Excel Macro, or any other programming languages
• Good understanding and grasp of Data Taxonomy and Data Modelling
• Motivated and results-orientated individuals looking to work closely with portfolio managers and C-level executives in a fast-paced trading environment
• Prior internship experience(s) in Financial Services companies will be an advantage

• Private Health Insurance
• Pension Plan
• Performance Bonus
• Training & Development
• Paid Time Off