Associate (Quantitative Risk Modeling - Business Analyst)
Hong Kong Exchanges and Clearing Limited
Hong Kong

Business Analyst Quantitative Risk Modeling

The successful incumbent will work as the business analyst in the Quantitative Modeling Development Role. He / She will be responsible for :

  • Engage with internal clearing risk management and quantitative risk modeling colleagues on development and implementation of tools / system for data cleaning, product pricing, margining, stress testing, model calibration, and back-
  • testing for equity and derivative products

  • Prepare test plan & cases for system implementation
  • Job Qualifications :

  • Masters in Advanced mathematics, statistics, computatonal finance, or related field.
  • At least 6 years of relevant working experience in financial instrument pricing / valuation, risk model validation, back-
  • testing and / or data mining.

  • Solid product (option, equity derivatives, structured products) pricing / valuation knowledge.
  • Able to develop and prototype automated testing tools in various programming language such as Python, Java are highly desired.
  • Knowledge of risk modeling techniques for equity derivative products from prior experience or education is preferred
  • The successful candidate must also possess strong oral and written communication skills in English and Mandarin.
  • Candidates with lesser experience and qualification will be considered for a lower level
  • Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful. Personal data provided will only be used for the purpose of employment application to HKEX.

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