Job opening - VP/ AVP, quant and model risk, leading financial institution in Hong Kong | Randstad Hong Kong

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summary

hong kong
randstad hong kong
HK$720,000 - HK$1,400,000 per year, very competitive bonus
permanent
full-time

specialism
banking & financial services
sub specialism
compliance, risk & governance
reference number
91M0202733_0858528134014442911

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job details

about the company. ...

Market leading financial institution with strong reputation

about the team.

Well established team in Hong Kong which is actively expanding

about the job.

Assist regular market risk monitoring and analysis for cash and derivatives product
Drive and contribute to the development and enhancement of margin and stress testing framework for new business initiatives as well as risk policy updates.
Manage the margin parameter calibration and relevant impact analysis
Develop / enhance market risk analytical tools; support enhancement projects on model risk management
Collateral with internal stakeholders to formulate risk proposal and policy; seek approval for risk initiatives when necessary
Assist in UAT for risk related system changes.

skills & experiences required.

Bachelor degree or above, preferably in Risk Management, Statistics, Computer Science, Engineering or related analytic disciplines. Professional qualifications such as FRM or CFA will be an advantage
At least 6 -12 years of relevant working experience in Market Risk/ Model Risk/ Model Validation/ Model development/ Quantitative Risk; candidates with less experience would be considered as AVP
Strong quantitative and analytical ability with derivative product knowledge on any asset classes
Excellent VBA and EXCEL skills; Knowledge in Bloomberg, Reuters or database e.g. SQL server is an advantage.
Good command of written and spoken English and Chinese.

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.

Market leading financial institution with strong reputation

about the team.

Well established team in Hong Kong which is actively expanding

about the job.

Assist regular market risk monitoring and analysis for cash and derivatives product
Drive and contribute to the development and enhancement of margin and stress testing framework for new business initiatives as well as risk policy updates.
Manage the margin parameter calibration and relevant impact analysis
Develop / enhance market risk analytical tools; support enhancement projects on model risk management
Collateral with internal stakeholders to formulate risk proposal and policy; seek approval for risk initiatives when necessary
Assist in UAT for risk related system changes.

skills & experiences required.

Bachelor degree or above, preferably in Risk Management, Statistics, Computer Science, Engineering or related analytic disciplines. Professional qualifications such as FRM or CFA will be an advantage
At least 6 -12 years of relevant working experience in Market Risk/ Model Risk/ Model Validation/ Model development/ Quantitative Risk; candidates with less experience would be considered as AVP
Strong quantitative and analytical ability with derivative product knowledge on any asset classes
Excellent VBA and EXCEL skills; Knowledge in Bloomberg, Reuters or database e.g. SQL server is an advantage.
Good command of written and spoken English and Chinese.

...

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experience
6 years
skills
market risk, model validation, model risk, stress testing, quant risk, listed derivatives, OTC derivatives, equity, credit, fixed income, rate derivatives
qualifications
no additional qualifications required
education
Bachelor Degree

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JC

james cheng

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