Associate, Quantitative Risk Management, Group Risk Management

Responsibilities

• Support and liaise with risk management units on quantitative risk methodologies projects and initiatives.
• Provide risk analysis and impact analysis on methodologies change projects, and prepare relevant proposal paper for internal and regulatory approval.
• Participate in testing and validation on risk systems.
• Support the risk model review to assess the model performance.
• Conduct regular review on risk model parameters.
• Perform risk monitoring on clearing members' margin level, positions and risk exposures.
• Work with quant developers on the automation of risk monitoring process.
• Liaise with model validation team to identify issues in risk models and propose enhancements.
• Provide guidelines to risk control teams on daily operations making sure risks are properly managed.

Requirements :

HKEX ismitted 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 :

Worker Type :

Permanent Job ID R002514