Assistant Vice President, Cash & Derivatives Clearing Risk Management ( Clearing Risk...

Employer
Hong Kong Exchanges and Clearing Limited
Location
Hong Kong, Hong Kong
Salary
Not Specified
Posted
Aug 16, 2017
Closes
Sep 20, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Job Summary:


  • Develop and implement new risk management initiatives, including policy formulation, impact analysis and system testing

  • Participate in research and development of the market risk models

  • Perform econometric analyses to support methodology development

  • Perform backtests, stress tests, scenario analyses and sensitivity studies

  • Oversee implementation of model changes

  • Conduct on-demand analyses of model changes

  • Perform data analyses for various purposes

  • Liaise with internal and external stakeholders for the implementation of new initiatives

Requirements:


  • Advanced degree or equivalent background in a quantitative discipline such as economics, econometrics, statistics, mathematics, physics or engineering¬†

  • Solid statistical knowledge

  • Familiarity with some of the following market risk models: VaR, SPAN

  • Holder of relevant professional qualification, preferably FRM or CFA

  • At least 10 years' relevant experience, of which at least 6 years at management level, preferably in well-established financial organizations; experience with global or regional CCP an advantage

  • Sound knowledge of the local derivatives and/or cash market; experience in commodity / fixed income / currency market / Mainland China derivatives market an advantage

  • Solid working knowledge of local regulatory requirements and Principles for financial market infrastructures (PFMIs); familiar with European Markets Infrastructures Regulations (EMIR) and Mainland China regulatory requirements an advantage

  • Able to work effectively in team environment

  • Strong report writing and presentation skills

  • Strong analytical, organizational, problem-solving and interpersonal skills

  • Strong command of written and spoken English and Chinese; proficiency in Putonghua an advantage


N/A