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AVP / VP, Quantitative Risk Management

  • Diverse Quantitative Risk Responsibilities
  • Group Level Global Role
  • Fast-Expanding Financial Institution

Our client is a fast-expanding Financial Institution with a solid focus in developing the Asia Financial Markets businesses. As part of strategic growth, the group is seeking various high-calibre Quantitative Risk Management professionals to join the Group Quantitative Risk Management function, based in Hong Kong.

The key responsibilities for this position are as follows:

  • Assist the Group Leader in Quantitative Risk Management across various areas including model validations, solution validation, risk infrastructure building, model risk governance, new products / services governance, model methodologies.
  • Using the quant development platform to develop quant risk libraries, set up center of excellence, create automation and risk analytics with new risk infrastructure.
  • Support model development activities for financial risk monitoring and model risk control.
  • Create new tools and techniques for risk monitoring and quantification.
  • Provide support on risk reporting, perform deep dive analysis and report on trends, impacts and risk issues.
  • Challenge the business and 1st line teams on model assumptions, limitations, inputs / outputs, model risk issues identified.
  • Assist in developing and implementing model risk management standards and procedures, ensure compliance to regulatory guidance.
  • Assist on ad-hoc request and group projects and new products from the quantitative risk management perspectives.
  • Promote risk awareness and best practices across the local and regional teams.

Successful applicants will have the following skills and experience:

  • Degree qualified in quantitative finance, risk management, mathematics, computer science.
  • Minimum 5-8 years relevant experience in quantitative risk, model risk, market risk, model validation and development.
  • Experience in developing or validating risk models (market risk, credit risk and liquidity risk models), initial margin models and stress testing models.
  • Excellent writing skills with strong analytical skills.
  • Experience in financial risk assessment, risk identification, risk monitoring processes and risk governance.
  • Proficient with Excel, VBA and preferably with quantitative modelling skills using Python and SQL.
  • Excellent communication skills with fluency in English.

Information provided is for recruitment purposes only.

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