- Conduct thorough validation of financial models for accuracy, robustness, and compliance with regulatory standards.
- Collaborate with model developers to understand methodologies and assumptions used in model creation.
- Perform independent testing and back-testing of models to assess performance.
- Identify potential model risks and limitations, and propose enhancements to mitigate such risks.
- Prepare detailed validation reports and documentation for internal and external stakeholders.
- Stay abreast of industry best practices, regulatory requirements, and advancements in quantitative modeling.
- Support the Model Risk Management team in ad-hoc projects and initiatives related to model governance and control.
- 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).
- 1-5 years of experience in model validation, model development, model risk audit or quantitative research
- Experience with developing or validating risk models (i.e. market risk, credit risk and liquidity risk models), initial margin models and stress testing models is strongly preferred
- Hands-on experience with model governance framework 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 model risk management
- Familiarity with equity derivatives is preferred.
- Strong and confident communicator both verbally and in written form.
- Good judgment and clear decision-making ability.
- Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL.
- Strong quantitative risk skills
- Strong interpersonal skills.
- Ability to confidently consider options and develop risk mitigations.
- Familiarity and knowledge of regulatory environment of CCPs in both HK and Europe is preferable.
- Demonstrates sound and reasoned judgment at all times
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Associate, Quantitative Risk Management - Hong Kong, 香港 - Hong Kong Exchanges and Clearing Limited
描述
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:
The Quantitative Risk Management team at HKEX is seeking a highly analytical and detail-oriented Associate to support the validation of quantitative models used across the firm. The successful candidate will play a crucial role in managing model risk and ensuring the integrity of models used for decision-making in various financial contexts.
Job Duties:
Responsibilities:
Location:
HKEX - Exchange Square
Shift:
Standard - 40 Hours (Hong Kong SAR)
Scheduled Weekly Hours:
40
Worker Type:
Permanent
