Officer - Group Risk Management
Hong Kong Exchanges and Clearing Limited
Hong Kong, Asia Pacific
6天前

Job Responsibilities :

  • Perform independent validations on models used across the HKEX and properly document the validation work
  • Provide effective challenges to key modelling elements including model assumptions, limitations, inputs, outputs, methodology, implementation, monitoring and control, etc.
  • Ensure any identified model risk issues are effectively communicated with model stakeholders
  • Work with model developers and key stakeholders on model ongoing monitoring and improvement
  • Assist in develop, implement and enhance the model risk management policies, standards, procedures, controls and the model inventory management system
  • Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense
  • 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).
  • 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
  • Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred
  • Familiarity with derivatives is preferred.
  • Strong and confident communicator both verbally and in written form.
  • Good judgment and clear decision-making ability.
  • Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL.
  • Strong quantitative risk skills
  • Strong interpersonal skills.
  • Ability to confidently consider options and develop risk mitigations.
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