Model Validation / Quant Risk, VP - Investment Bank

Expiring today

Employer
Randstad Hong Kong
Location
Hong Kong, Hong Kong
Salary
HKD110000 - HKD120000 per month + Bonus
Posted
Mar 18, 2021
Closes
Apr 14, 2021
Ref
10557342
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
about the company

Our client is a top-tier Investment Bank with a strong presence in both China and Western countries.

about the team

  • International working environment


about the job

  • You will be responsible for financial valuation model validation and testing covering interest rate derivative model and equity derivative model
  • You will review and enhance model validation policy and procedures of the business as well as set up the parameter reserve and model reserve framework with different stakeholders including front office and prodyct team
  • You will liaise with regional and global risk teamd for risk modelling issues -model update, maintenance and different kinds of risk measures
  • You will be in charge of regular model management tasks, include CVA/DVA, model review, etc


skills & experiences required

  • Strong education background in quantitaive, math, sciences or financial engineering. Master Degree or above is preferred
  • Holder of CFA, FRM, or CIPM is preferred
  • At least 5 to 8 years' experience working in risk model validation or front office Quant roles
  • Excellent analytical, quantitative and problem-solving skills
  • Profound knowledge of options pricing theory and quantitative models for pricing and hedging derivatives
  • Experience with advanced statistical models for empirical estimation of risk models is preferred
  • Strong computing and development skills using Python, C/C++, VBA and/or SQL etc
  • Ability to work independently under pressure
  • Good command in written and verbal communication skills in English and Chinese


To apply online, please click on the link. Alternatively, for a confidential discussion please contact Rouella Landicho on + 852 2232 3479 or email: rouella.landicho@randstad.com.hk

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