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Senior Manager, Quantitative Risk Management
- Diverse Quantitative Risk Responsibilities
- Group Level (Decision-making in Hong Kong)
- 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 with global coverage, 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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