Quantitative Risk Analyst - Group Risk Management (Quantitative Risk Management)

Employer
Hong Kong Exchanges and Clearing Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jul 14, 2021
Closes
Aug 13, 2021
Ref
11476591
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.