Quantitative Risk Analyst

About the role

Polymer Capital Management is seeking a Quantitative Risk Analyst to design, build, and maintain quantitative tools that support firm‑wide risk management. You will collaborate closely with portfolio managers to develop reports and analytical solutions that enhance portfolio performance and risk mitigation.

Key responsibilities

• Research, develop, and maintain quantitative tools and processes for risk management across the firm.
• Partner with portfolio managers to create reports and tools that aid performance monitoring and risk mitigation.
• Test and deploy quantitative solutions into production environments.
• Perform ad‑hoc data analysis tasks to support investment and risk management decisions.

Required profile

• Bachelor’s degree or higher in a quantitative discipline (e.g., computer science, statistics, applied mathematics, financial engineering).
• Minimum 2 + years of experience in data analytics, quantitative research, risk management, or software development within the finance industry.
• Strong programming proficiency in Python, R, and C# with experience in database development.
• Demonstrated ability to work independently, think analytically, and communicate effectively within a team.

Required skills

• Python
• R
• C#
• SQL / Database development
• AWS (Lambda, Batch, ECS)
• Terraform
• Docker
• CI/CD pipelines
• JavaScript
• React, Angular, Vue
• TensorFlow
• PyTorch
• XGBoost

What we offer

• Prime location in the heart of Hong Kong with a full‑time onsite setup.
• High‑growth environment with ambitious professionals.
• Equal‑opportunity employer committed to diversity and inclusion.
• Global exposure across multiple Asian offices.
• Dynamic, collaborative culture working with industry leaders.
• Benefits include paid annual leave, medical group insurance, gym facilities/reimbursement, DEI initiatives, and professional development opportunities.