Quantitative Risk - Group Risk Management - AVP
Hong Kong Exchanges and Clearing Limited
Hong Kong, Asia Pacific

Job Responsibilities :

  • Perform 2nd line governance on new product / service proposals, 1st line methodology changes and model calibration results.
  • Help generating group level risk monitoring and reporting across all HKEX CCPs including its treasury investment activities.
  • Help aligning the risk management approaches / policies across all business lines in accordance to the Group Risk Appetite and regulations.
  • Create new tools / techniques that can enhance the group level risk monitoring and quantification.
  • Assist the team’s effort to work with both regulators and 1st line teams to enhance HKEX’s risk management standards on an ongoing basis.
  • Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense.
  • Educate on modelling best practices and spread model risk awareness within the HKEX.
  • Job Requirements :

  • Master’s degree or equivalence in quantitative finance, mathematics, economics, computer science or related discipline.
  • Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
  • 3-7 years of experience in market risk, quantitative risk or model risk within a financial institution.
  • Experience with developing or validating risk models (i.e. market risk, credit risk and liquidity risk models), initial margin models and stress testing models is strongly preferred.
  • Hands-on experience with financial risk governance and policy ownership is strongly preferred.
  • Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred.
  • Understanding of the latest regulatory standards and industry practice for 2nd line risk governance.
  • Strong and confident communicator both verbally and in written form.
  • Good judgment and clear decision-making ability.
  • Strong interpersonal skills.
  • Ability to confidently consider options and develop risk mitigations.
  • Proficient with data analysis and risk modelling.
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