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
show more
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
experience
6 years
skills
quant, quant risk, model validation, quantitative risk, market risk, model risk, model implementation, backtesting, pricing model, equity derivatives, credit and rate derivatives, OTC derivatives
qualifications
no additional qualifications required
education
Bachelor Degree
the application process.
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compliance check.
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reference and background check.
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the perfect job for you.
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about the company.One of the market leading financial institution with strong reputationabout the job.Prepares reports of market risk and trading exposures vs. limits approved by management.Recognize and report any breaches of risk limits, address the problem quickly by collaborating with the company, and,escalate to the CRO if necessary Monitor Delta 1, equity derivatives, IR and FX risks of the trading portfolios by carry out scenario, stress testing and
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