AVP, Quantitative Risk & Model Governance

Hong Kong Exchanges and Clearing Limited; Hong Kong; On-site; HKD 900,000 - 1,600,000; Full time

Job summary

Hong Kong Exchanges and Clearing Limited is seeking a senior Quantitative Risk Analyst to support governance across risk teams, focusing on market and liquidity risk. You will develop risk frameworks, run analyses, and push for model enhancements.

The role requires strong programming skills (Matlab/Python/SQL) and solid knowledge of derivatives pricing across asset classes. English communication and teamwork are essential.

Qualifications

• A degree holder in accounting, finance or quantitative field.
• 6–8 years of relevant experience in financial markets with risk focus.
• Experience in programming is preferred (Matlab/Python/VBA/SQL).
• Knowledge of derivatives pricing and risk factors across asset classes.

Responsibilities

• Develop and maintain the HQ quant risk framework for market/liquidity risk.
• Liaise with stakeholders and regulators on risk governance initiatives.
• Collaborate with model validation to implement new models and improvements.

Skills

Quant risk

Python

Matlab

SQL

VBA

Finance knowledge

Derivatives pricing

Risk management

Teamwork

Communication

Education

Finance/Quant degree

6–8 years market experience

Tools

Matlab

Python

SQL

VBA

Job description

Hong Kong Exchanges and Clearing Limited is seeking a senior Quantitative Risk Analyst to support governance across risk teams, focusing on market and liquidity risk. You will develop risk frameworks, run analyses, and push for model enhancements.

The role requires strong programming skills (Matlab/Python/SQL) and solid knowledge of derivatives pricing across asset classes. English communication and teamwork are essential.