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Associate, Quantitative Risk Management, Group Risk Management

Associate, Quantitative Risk Management, Group Risk Management

Hong Kong Exchanges and Clearing LimitedHong Kong
14 天前
职位描述

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 :

  • Bachelor's / Master's degree or equivalence in quantitative field (quantitative finance, risk management, mathematics, economics,puter science, etc.) or related discipline.
  • Familiarity with different asset classes and products such as Hong Kong cash equities, equity derivatives, interest rate and FX derivatives would be beneficial.
  • Minimum 3 years of working experience, with initial margin models and stress testing models for central counterparty is strongly preferred.
  • Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred.
  • Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL, and data visualization tool such as Tableau.
  • Professional risk qualification (or studying towards) would be beneficial ( CFA, FRM).
  • Strong analytical and problem-solving skills.
  • Fluent in English and Mandarin.

    • 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

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    Management Associate • Hong Kong