Quantitative Risk - Group Risk Management - AVP
Hong Kong Exchanges and Clearing Limited
Hong Kong, Asia Pacific
30分钟前

Job Responsibilities :

  • Assist the business requirements, solution validation and proof of concepts activities for risk infrastructure building
  • Define and create quant risk libraries utilising the quant development platform
  • Work with the Model Risk control team and the 1st line teams on the development of internal model development standards and controls
  • Socialize and educate the rest of the group risk and 1st line teams on the utilisation of the risk infrastructure
  • Help to establish as a centre of excellence to drive best practice and adoption across the organization
  • Work with the rest of GRM teams to create automation and risk analytics / reports utilising the new risk infrastructure
  • Support any other model development activities for group level financial risk monitoring and model risk control purposes
  • Job Requirements :

  • Master’s degree or above in quantitative finance, mathematics, economics, computer science or related discipline
  • Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM)
  • Experience (ideally 3-7 years) of working in a model development or quantitative development function within a CCP or investment bank
  • Understanding of market, credit and liquidity risk models and principles and industry best practice
  • Understanding and experience of complex systems
  • Ideally, the successful candidate will have experience of working within an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO
  • Ideally, the candidate has previous experience of defining and / or implementation of production grade systems / solutions that are financial risk related
  • Hands on experience of creating financial risk methodologies, policies and underlying model implementations
  • Strong and confident communicator both verbally and in written form
  • Proficient with data analysis and risk modeling
  • Demonstrates sound and reasoned judgment at all times
  • Proficient with quantitative modelling using Python and SQL
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