Officer - Group Risk Management (Group Quantitative Risk) Officer - Group Risk Management (Group  …

Hong Kong Exchanges and Clearing Limited
in Hong Kong
Permanent, Full time
Last application, 09 Sep 21
Competitive
Hong Kong Exchanges and Clearing Limited
in Hong Kong
Permanent, Full time
Last application, 09 Sep 21
Competitive
Officer - Group Risk Management (Group Quantitative Risk)
Job Responsibilities:
  • Perform independent validations on models used across the HKEX and properly document the validation work
  • Provide effective challenges to key modelling elements including model assumptions, limitations, inputs, outputs, methodology, implementation, monitoring and control, etc.
  • Ensure any identified model risk issues are effectively communicated with model stakeholders
  • Work with model developers and key stakeholders on model ongoing monitoring and improvement
  • Assist in develop, implement and enhance the model risk management policies, standards, procedures, controls and the model inventory management system
  • Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense


Job Requirements:
  • Master's degree or equivalence in quantitative finance, mathematics, economics, computer science or related discipline.
  • Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
  • Experience with developing or validating risk models (i.e. market risk, credit risk and liquidity risk models), initial margin models and stress testing models is strongly preferred
  • Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred
  • Familiarity with derivatives is preferred.
  • Strong and confident communicator both verbally and in written form.
  • Good judgment and clear decision-making ability.
  • Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL.
  • Strong quantitative risk skills
  • Strong interpersonal skills.
  • Ability to confidently consider options and develop risk mitigations.


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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