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Vice President/ Assistant Vice President - Market Risk and Quantitative Analysis - Clearing Risk Man

Location
Hong Kong
Job Type
Permanent
Posted
8 Sep 2022
Job responsibilities:
  • Perform risk management modeling and quantitative analysis
  • Develop and enhance the margining and stress testing framework for new initiatives, with relevant risk policy updates
  • Design the market risk reports for evaluating risk exposures to clearing house through Value-at-Risk, back testing, stress testing and sensitivity analysis
  • Define the business requirements for system enhancements
  • Work with the second line of defense for ongoing monitoring and improvement on risk models


Requirements:
  • University Degree in Risk Management, Statistics, Quantitative Finance, or related discipline
  • At least 5 years of relevant working experience in risk management and quantitative analysis, candidates with less experience would also be considered as a junior post
  • Experience in programming is required (Matlab/C++/Python/VBA)
  • Good understanding of pricing and sensitivity analysis in at least one of the asset classes: equity, FX, commodity, fixed income or 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
  • Strong background and experience in the development, review and validation of quantitative tools is preferred

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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Details

  • Job Reference: 707121117-2
  • Date Posted: 8 September 2022
  • Recruiter: Hong Kong Exchanges and Clearing Limited
  • Location: Hong Kong
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent