AVP, Quantitative Risk Methodology & Governance

Hong Kong Exchanges and Clearing Limited (HKEX); Hong Kong Island; On-site; HKD 600,000 - 800,000; Full time

Job summary

A leading company in Asia's capital markets seeks an AVP in Quantitative Risk Methodology & Governance. The role involves governance, risk management, and collaboration within the risk teams at HKEX. Ideal candidates will have a strong quantitative background, excellent analytical skills, and relevant professional qualifications.

Qualifications

• Degree holder in accounting, finance, or quantitative fields.
• Professional qualifications like CPF, CFA, or FRM preferred.
• Strong analytical and problem-solving skills.

Responsibilities

• Join a high calibre team of quant analysts and developers.
• Participate in model development & implementation for new products.
• Lead/support Quantitative Risk Methodology projects.

Skills

Analytical skills

Problem-solving skills

Teamwork

Communication skills

Education

Degree in accounting, finance or quantitative field

Professional qualifications (CPF, CFA, FRM)

Job description

AVP, Quantitative Risk Methodology & Governance

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AVP, Quantitative Risk Methodology & Governance

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Company Introduction:

We’re home to Asia's most dynamic and vibrant capital markets.

Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day.

HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."

Job Summary:

Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes and model parameter reviews. The team is also responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities.

Company Introduction:

We’re home to Asia's most dynamic and vibrant capital markets.

Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day.

HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."

Job Summary:

Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes and model parameter reviews. The team is also responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities.

Job Duties:

Responsibilities:

• Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
• Participate actively in model development & implementation involving new products, clearing houses market risk, investment market risk and liquidity risk, including testing, analysis and on-going enhancement etc.
• Lead / support projects in Quantitative Risk Methodology and Governance team, liaising with cross departmental stakeholders and regulators.
• Responsible for other project-based tasks as and when assigned.
• Collaborate closely with the model validation team to facilitate the validation of models that the team developed or owned; and work on enhancements to implement new models / methodologies or to improve existing models / methodologies.
  
  

Requirements:

• A degree holder in accounting, finance or quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics, etc.)
• Professional qualifications, such as CPF, CFA, FRM are preferred
• At least 4-8 years of relevant experiences working in financial markets, experience in market and/or liquidity risk management is a plus. Candidates with less experience will be considered for an Associate role.
• Knowledge of financial and investment products and the related risks factors and trading dynamics
• Strong analytical and problem-solving skills
• Outstanding aptitude for teamwork and willingness to learn
• Good written and verbal communication skills are required
• Fluent in English
  
  

HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.

Location:

HKEX - Exchange Square

Shift:

Standard - 40 Hours (Hong Kong SAR)

Scheduled Weekly Hours:

40

Worker Type:

Permanent

Seniority level

• Seniority level

  Executive

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Sales

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