Job opening - AVP, market and quantitative risk in Hong Kong | Randstad Hong Kong

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summary

hong kong
randstad hong kong
HK$50,000 - HK$70,000 per month, attractive bonus
permanent
full-time

specialism
banking & financial services
sub specialism
compliance, risk & governance
reference number
91M0202111_8948417134014441769

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job details

about the company. ...

One of the most reputable financial services provider globally

about the job.

Perform risk modeling and quantitative analysis covering a range of asset classes across equity, fixed income, rate, OTC derivatives
Perform daily risk monitoring and reporting
Support business initiatives and projects, i.e. pricing model development/ implementation, system and risk framework enhancement
Develop, maintain and enhance programs for risk management / pricing models.
Update relevant policies as a result of risk model changes

skills & experiences required.

University Degree in Quantitative Finance, Risk Management, Statistics, or related discipline
At least 3-5 years of relevant working experience in market risk/ quantitative risk/ model risk / model validation in investment banking/ securities brokerage / corporate banks
Strong understanding of pricing and sensitivity analysis on derivative products
Prior experience in dealing with large data sets with would be an advantage
Strong knowledge on database and programming skills (SQL, Java, Python or Matlab, etc.)
Excellent communication skills in Chinese and English

To apply online, please click on the link. Alternatively, for a confidential discussion please contact James Cheng on + 852 2232 3442 or email: james.cheng@randstad.com.hk

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about the company.

One of the most reputable financial services provider globally

about the job.

Perform risk modeling and quantitative analysis covering a range of asset classes across equity, fixed income, rate, OTC derivatives
Perform daily risk monitoring and reporting
Support business initiatives and projects, i.e. pricing model development/ implementation, system and risk framework enhancement
Develop, maintain and enhance programs for risk management / pricing models.
Update relevant policies as a result of risk model changes

skills & experiences required.

University Degree in Quantitative Finance, Risk Management, Statistics, or related discipline
At least 3-5 years of relevant working experience in market risk/ quantitative risk/ model risk / model validation in investment banking/ securities brokerage / corporate banks
Strong understanding of pricing and sensitivity analysis on derivative products
Prior experience in dealing with large data sets with would be an advantage
Strong knowledge on database and programming skills (SQL, Java, Python or Matlab, etc.)
Excellent communication skills in Chinese and English

...

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experience
4 years
skills
Model Risk, Model Validation, back testing, stress testing, quantitative analysis, quant risk, market risk, investment banking, sales and trading, equity, fixed income, FX, rate derivatives, credit derivatives, equity derivatives
qualifications
no additional qualifications required
education
Bachelor Degree

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JC

james cheng

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