Assistant VP, Market Risk & Quantitative Analytics

Hong Kong Exchanges and Clearing Limited; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

HKEX is seeking a senior Quantitative Risk professional to govern risk across HKEX group clearing houses, focusing on market, liquidity and investment risk. Your role includes developing risk frameworks and coordinating with regulators.

You will lead projects, liaise with stakeholders and work with model validation teams to implement new approaches and improve existing methodologies. Strong programming and communication skills are essential.

Qualifications

• Degree holder in accounting, finance or quantitative field.
• At least 6–8 years of relevant experience in financial markets.
• Experience in market and/or liquidity risk management is a plus.
• Solid knowledge of derivatives pricing and sensitivity analysis.

Responsibilities

• Develop, maintain and enhance the clearing house risk management framework and policies.
• Lead/ support Quant Risk projects across departments and with regulators.
• Collaborate with the model validation team to validate and improve models.

Skills

Python

Matlab

SQL

VBA

Education

Degree in accounting, finance or quantitative field

Tools

Matlab

Python

SQL

VBA

Job description

HKEX is seeking a senior Quantitative Risk professional to govern risk across HKEX group clearing houses, focusing on market, liquidity and investment risk. Your role includes developing risk frameworks and coordinating with regulators.

You will lead projects, liaise with stakeholders and work with model validation teams to implement new approaches and improve existing methodologies. Strong programming and communication skills are essential.