Senior Vice President- Group Risk Management (Quantitative Risk Management)

Employer
Hong Kong Exchanges and Clearing Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jul 08, 2021
Closes
Aug 07, 2021
Ref
11427228
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Responsibilities:
  • Perform 2nd line governance on new product/service proposals, 1st line methodology changes and model calibration results.
  • Define and produce group level risk monitoring and reporting across all HKEX CCPs including its treasury investment activities.
  • Drive the alignment of the risk management approaches/policies across all business lines in accordance to the Group Risk Appetite and regulations.
  • Create new tools/techniques that can enhance the group level risk monitoring and quantification.
  • Work with both regulators and 1st line teams to enhance HKEX's risk management standards on an ongoing basis.
  • Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense
  • Educate on modelling best practices and spread model risk awareness within the HKEX.
Job Requirements:
  • Master's degree or equivalence in quantitative finance, mathematics, economics, computer science or related discipline.
  • Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
  • 10-15 years of experience in market risk, quantitative risk or model risk within a financial institution.
  • Experience with developing or validating risk methodologies/policies covering market risk, credit risk, liquidity risk and model risk.
  • Hands-on experience with financial risk governance and policy ownership is strongly preferred.
  • Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred
  • Understanding of the latest regulatory standards and industry practice for 2nd line risk governance
  • Strong and confident communicator both verbally and in written form.
  • Good judgment and clear decision-making ability.
  • Strong interpersonal skills.
  • Ability to confidently consider options and develop risk mitigations.
  • Proficient with data analysis and risk modelling
  • Demonstrates sound and reasoned judgment at all times
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.

Similar jobs

Similar jobs