Model Validation / Quant Risk, VP - Investment Bank
- Employer
- Randstad Hong Kong
- Location
- Hong Kong, Hong Kong
- Salary
- HKD110000 - HKD120000 per month + Bonus
- Closing date
- Apr 14, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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about the company
Our client is a top-tier Investment Bank with a strong presence in both China and Western countries.
about the team
about the job
skills & experiences required
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
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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