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AVP / VP, Equities Trading Quantitative Risk

• Diverse Quantitative Risk Responsibilities 
• Group Level (Decision-making in Hong Kong)
• Open to Trading Quantitative Risk Developers or Pricing Analysts

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, open to overseas applicants wishing to relocate to 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, risk solution and infrastructure building, pricing models, VaR models, model risk governance, new products / services governance, model methodologies.
• Using the quant development platform to develop and maintain quant risk libraries, pricing risk models and infrastructure, 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, pricing model development, market risk, model validation.
• Experience in developing or validating risk models (market risk, credit risk and liquidity risk models), pricing model, initial margin models and stress testing models.
• Front Office / Trading Desk Developers and Actuaries with relevant skillsets are also considered.
• Industry experience from Banking, Securities / Brokerage, Hedge Fund, Investment Management, Exchanges, Risk Management Solutions Vendors.
• Experience in financial risk assessment, risk identification, risk monitoring processes and risk governance.
• Broad financial markets products knowledge, equities, fixed income and dervativies.
• 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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