market risk manager / vp - international hedge fund in Hong Kong

posted
contact
lily gehui, randstad hong kong
job type
permanent
salary
HK$ 700,000 - HK$ 1,000,000 per year

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 700,000 - HK$ 1,000,000 per year
reference number
91M0142461_1581052147
contact
lily gehui, randstad hong kong
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job description

about the company.

Our client is an expanding international hedge fund.
about the job.
  • You will definition and monitoring of independent model validation plans for all key models impacting the quantitative investment process
  • You will conduct the implementation of model testing and the review of model code and documentation
  • You will monitor the performance and associated market risk of all funds and mandates managed by BFAM
  • You will provide regular Performance and Investment Risk reports
skills & experiences required.
  • Advanced degree (PHD or Master degree) in applied mathematics or financial mathematics, and computer science
  • At least 5 years of experience in quantitative risk, or market risk management
  • Programming: Python, SQL, SAS, Excel/VBA a plus.
  • Proficient in English

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Lily Tu on + 852 2232 3472 or email: lily.tu@randstad.com.hk

skills

market risk, model validation, market risk modeling, valuation, valuation risk, CVA, Python, VBA, CVA calculation, market risk management, quantitative risk

qualification

Advanced degree (PHD or Master degree) in applied mathematics or financial mathematics, and computer science

educational requirements

Master's Degree