Associate - Assistant Manager - Clearing Risk Management (Risk modeling and quantitative analysis)
Hong Kong Exchanges and Clearing Limited
Hong Kong, Hong Kong

Job responsibilities :

  • Perform risk modeling and quantitative analysis
  • Prepare statistical analysis reports for evaluating risk exposures to clearing house through Value-at-Risk, stress testing, back testing, and sensitivity analysis
  • Prepare regulatory reports for clearing house compliance initiatives
  • Support daily market risk monitoring, risk operation and reporting tasksÂ
  • Support system enhancements
  • Update relevant policies as a result of new business and risk management initiatives
  • Requirements :

  • University Degree in Quantitative Finance, Risk Management, Statistics, or related discipline
  • At least 3 years of relevant working experience in risk management and / or fixed income, candidates with less experience would also be considered as a junior post
  • Experience in programming is required (VBA / Matlab / Python / C++)
  • Good understanding of pricing and sensitivity analysis on fixed income and OTC derivatives
  • Good command of written and spoken English and Chinese
  • Good analytical, problem solving, report writing and communication skills
  • Self-motivated, attention to details and a good team player
  • 报告这项工作

    Thank you for reporting this job!

    Your feedback will help us improve the quality of our services.

    通過點擊“繼續”,我允許neuvoo同意處理我的數據並向我發送電子郵件提醒,詳見neuvoo的 隱私政策 。我可以隨時撤回我的同意或退訂。