Risk Quant Modeller - Intern
Hong Kong Officeonsitejunior
Posted 3w ago · via Workday
About this role
Job Description: Jain Global is a global multi-strategy hedge fund which began trading in 2024. We operate across Macro, Fundamental Equities, Equity Arbitrage, Systematic, Credit, and Commodities, with APAC as a regional multi-strategy platform. Our Quant Modelling and Analytics team sits within the Risk organization and is responsible for the models, analytics and tooling that underpin valuation, risk management, and portfolio oversight across all strategies. Requirements/Skills/Qualifications Pursuing a Master’s/PhD degree in Mathematical Finance / Financial Engineering / Computational Finance, Mathematics, Computer Science, Statistics, Physics, Engineering or a related quantitative field. Familiarity with derivatives pricing techniques. Strong programming skills in Python.…
Read the full description on Jain Global (Singapore) Pte.'s site →
What we'd score you on
reqspace match rubricFive dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.
1
Skills match
For this role: c++
2
Level fit
This role is junior-level. We check your trajectory against it.
3
Domain experience
Your work in the role's domain matters more than your years total. We weight recent and direct experience.
4
Recency
A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.
5
Location fit
This role is based in Hong Kong Office. We weight your proximity and willingness to relocate.
Score yourself on this role.
Free · no card · written explanation included
Skills in this role
Pulled from the job description. These are the keywords we'll weight when scoring your fit.
c++