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AVP, Quantitative Risk Methodology & Governance
Hong Kong Exchanges and Clearing LimitedHong Kong12 天前
职位描述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 verbalmunication skills are required Fluent in English
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 andernance 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 :
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 R002771
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Avp Risk Governance • Hong Kong