Model Risk Validator - AVP (London)

hkex; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

HKEX Group, London, seeks a Quantitative Analyst to validate risk models and support the second line risk framework. You will validate models, develop benchmark models, and monitor performance within our LME risk governance structure.

The role requires strong Python/SQL skills, Power BI experience, and a solid quantitative background in a regulated environment. Permanent, 40-hour UK week, based in London.

Qualifications

• Degree in a quantitative discipline; Masters or PhD would be a plus.
• Professional risk qualification (or studying towards) would be beneficial (e.g. FRM).
• Strong programming experience with Python and SQL; familiarity with Power BI.

Responsibilities

• Independent validation of risk and pricing models.
• Development of benchmark / challenger models and 2nd line risk library.
• Development and monitoring of model performance tests.
• Manage model risk governance and reporting.
• Author validation reports and senior management briefing papers.

Skills

Python

SQL

Power BI

Analytical

Communication

Regulatory knowledge

Education

Masters or PhD in quantitative discipline

FRM or risk qualification (studying towards)

Tools

Power BI

Job description

HKEX Group, London, seeks a Quantitative Analyst to validate risk models and support the second line risk framework. You will validate models, develop benchmark models, and monitor performance within our LME risk governance structure.

The role requires strong Python/SQL skills, Power BI experience, and a solid quantitative background in a regulated environment. Permanent, 40-hour UK week, based in London.