quantitative risk - model validation in Hong Kong

posted
contact
lily gehui, randstad hong kong
job type
permanent
salary
HK$ 650,000 - HK$ 1,040,000 per year
apply now

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 650,000 - HK$ 1,040,000 per year
reference number
91M0129149_1546773607
contact
lily gehui, randstad hong kong
apply now

job description

about the company.

Our client is an expanding corporate & investment banking business with strong presence in the region.

about the job.

  • You will assist in the validation framework and methodology in compliance with the requirements
  • You will validate internal rating models and conduct review on stress testing
  • You will perform review and validation on the risk data, conduct risk reporting and submit to the relevant committees

skills & experiences required.

  • Degree holder in Quantitative Finance / Risk Management / Mathematics / Statistics or relevant discipline
  • At least 6 - 8 years of relevant working experience, including 4-5 years of experience in valuation, model validation
  • Knowledge in regulatory requirements / bank policies
  • Experience in report writing and data analytical skills
  • Good interpersonal and communication skills in both English and Chinese

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

valuation risk, quantitative risk, risk methodology, risk analytic, model validation

qualification

Degree holder in Quantitative Finance / Risk Management / Mathematics / Statistics or relevant discipline

educational requirements

Bachelor Degree