The Chinese University of Hong Kong

Quantitative Analyst (Project Base) - Conning Asia Pacific Limited

Quantitative Analyst (Project Base)

聘用形式 : parttime,temporary
學歷要求 : bachelor,master,doctoral
要求相關工作經驗年數 : Experienced
修讀學科 : PhD in Statistics, Mathematics, Financial Engineering or related Quantitative field of study
月薪範圍 : negotiable


Role Summary:

An economic scenario generator (ESG) simulates future paths of economies and financial markets, and illuminates the nature of risk elements within the economy that drive financial variability. ESG is critical for liability driven investment portfolio construction. The candidate for this role will help develop and calibrate stochastic models within ESG system.


Key Responsibilities

  • Parameters estimation & simulation for stochastic processes;
  • Implementation of algorithms based on academic papers;
  • Model calibration;

Required experience:

  • PhD in Statistics, Mathematics, Financial Engineering or related quantitative field of study;
  • Experience in stochastic process simulation and variance reduction techniques;
  • Experience in advanced option pricing model calibration;
  • Experience in parameter estimation for multi-variate state space/affine term structure models using Bayesian type of algorithms, such as Kalman filtering, particle filtering, MCMC;

Key skills:

  • Probability theory, Statistical Computing and numerical analysis;
  • Advanced python programming skills;



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Conning Asia Pacific Limited

業務性質 : Asset Management and Investment Advisory
公司地址 : 19/F, LHT Tower, 31 Queen's Road Central, Hong Kong
公司電話 : 35511600
公司網站 :