Description:

Seeking risk candidate familiar with trading book and model review Your new company This is a well-known financial institution in Hong Kong. Due to regulatory reform, it is now setting up a Model Validation team to join their company. Your new role You will be working with other risk professionals to review the regulatory requirement and ensure the latest regulatory framework is incorporate into the models, especially the latest Basel capital standards. You will document validation findings and communicate results to senior management through presentation to relevant committees. You will coordinate with internal stakeholders the work towards timely resolution of model issues raised through model validation work, ensuring that reasonable, business-relevant resolution of issues is achieved. What you''ll need to succeed You will have strong education background in quantitative, mathematics, sciences or financial engineering. Master Degree or above is preferred. You will have at least 5+ years of experience in market risk and counterparty credit risk from financial institution. You are familiar with latest Basel market risk, such as FRTB. You will have good command in written and verbal communication skills in English and Chinese What you need to do now If you''re interested in this role, click "apply now" or for more information and a confidential discussion this role or to find out more about Market Risk Modelling opportunities, please contact Gillian Lam on +852 2230 7433 or email your CV to