Avp Quantitative Risk Methodology & Governance
hong kong exchanges clearing
📍 hk-one es 24/f hong kong sar china🕐 14mo ago🔗 workday
Job Description
**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 development & implementation involving new products, clearing houses market risk, investment market risk and liquidity risk, including testing, analysis and on-going enhancement etc.
* Lead / support projects in Quantitative Risk Methodology and Governance team, liaising with cross departmental stakeholders and regulators.
* Responsible for other project-based tasks as and when assigned.
* Collaborate closely with the model validation team to facilitate the validation of models that the team developed or owned; and work on enhancements to implement new models / methodologies or to improve existing models / methodologies.
**Requirements:**
* A degree holder in accounting, finance or quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics, etc.)
* Professional qualifications, such as CPF, CFA, FRM are preferred
* At least 4-8 years of relevant experiences working in financial markets, experience in market and/or liquidity risk management is a plus. Candidates with less experience will be considered for an Associate role.
* Knowledge of financial and investment products and the related risks factors and trading dynamics
* 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