Associate Quantitative Risk Management

**Company Introduction:** _We’re home to Asia's most dynamic and vibrant capital markets. Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day._ _HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."_ **Job Summary:** Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes and model parameter reviews. The team is also responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities. **Job Duties:** **Responsibilities:** * Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK. * Participate actively in model related implementation, testing, analysis, documentation, reporting, UI/dashboard, data collection and clean-up etc. * Develop and maintain of our risk models and infrastructure components. * Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis etc * Collaborate closely with the quantitative methodology team to facilitate the model development and automation. * Work with the Data teams in order to support the production and be able to roll out in a timely fashion our new models or fixes. **Requirements:** * A Bachelor/master’s degree in technology, engineering, computer science, or related disciplines. * Solid knowledge and practical experience in derivatives pricing theory, volatility modelling, stochastic calculus, Black-Scholes methodology, and the development of quantitative analytics libraries. * Solid experiences in python, although other coding languages are considered. * Familiarity with SQL for handling and analysing large datasets * Knowledge of risk management and quantitative finance is preferred * Strong analytical and problem-solving skills * Outstanding aptitude for teamwork and willingness to learn * Good written and verbal communication skills are required * Fluent in English _HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace._ **Location:** HKEX - Exchange Square **Shift:** Standard - 40 Hours (Hong Kong SAR) **Scheduled Weekly Hours:** 40 **Worker Type:** Permanent