Quantitative Risk - Group Risk Management - AVP (Quantitative Infrastructure)

Job Responsibilities:

• Assist the business requirements, solution validation and proof of concepts activities for risk infrastructure building
• Define and create quant risk libraries utilising the quant development platform
• Work with the Model Risk control team and the 1st line teams on the development of internal model development standards and controls
• Socialize and educate the rest of the group risk and 1st line teams on the utilisation of the risk infrastructure
• Help to establish as a centre of excellence to drive best practice and adoption across the organization
• Work with the rest of GRM teams to create automation and risk analytics / reports utilising the new risk infrastructure
• Support any other model development activities for group level financial risk monitoring and model risk control purposes

Job Requirements:

• Master's degree or above in quantitative finance, mathematics, economics, computer science or related discipline
• Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM)
• Experience (ideally 3-7 years) of working in a model development or quantitative development function within a CCP or investment bank
• Understanding of market, credit and liquidity risk models and principles and industry best practice
• Understanding and experience of complex systems
• Ideally, the successful candidate will have experience of working within an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO
• Ideally, the candidate has previous experience of defining and / or implementation of production grade systems / solutions that are financial risk related
• Hands on experience of creating financial risk methodologies, policies and underlying model implementations
• Strong and confident communicator both verbally and in written form
• Proficient with data analysis and risk modeling
• Demonstrates sound and reasoned judgment at all times
• Proficient with quantitative modelling using Python and SQL

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.