Assistant Vice President - Group Risk Management (Quantitative Risk Model Development) (9-Month Contract) Assistant Vice President - Group Risk Management  …

Hong Kong Exchanges and Clearing Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 29 May 20
Competitive
Hong Kong Exchanges and Clearing Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 29 May 20
Competitive
Assistant Vice President - Group Risk Management (Quantitative Risk Model Development) (9-Month Contract)
The successful incumbent will work in the Group Credit & Quantitative Analysis Department in a system testing role, focus on the system testing (unit/ functional/ user acceptance testing) of the implementation of quantitative risk models into production system and data warehouse.


Job Responsibilities:
  • Test the risk calculation engine by creating test cases and validating the test results to ensure functional requirements are met
  • Create tools for test automation
  • Support daily data warehouse health check and report generation routine
  • Engage in the system development life cycle including testing and documentation
Job Requirements:
  • Bachelor's Degree in Statistics, Mathematics, Computer Science or Risk Management Science, etc.
  • Experience in working with large data sets with strong programming skills (Java, Python or Matlab, etc.)
  • Knowledge on Oracle DB, with a proficiency in writing complex SQL queries
  • Familiar with Unix/Linux shell scripting
  • Experience in data analysis and data modelling is an advantage
  • Good problem solving and multi-tasking skills in a fast-paced environment
  • Strong analytical skills with understanding in quantitative finance and business requirements to support testing
  • Able to work independently, self-motivated with strong analytical mind
  • Strong communication skills to work with various teams and external vendors
  • Fluent in English and Cantonese
Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful. Personal data provided will only be used for the purpose of employment application to HKEX
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