AVP, Quantitative Risk Modelling & Analytics

BOC International Holdings Limited; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

BOC International Holdings Limited seeks a senior quantitative risk professional in Hong Kong to lead research and development of quantitative risk models, collaborating with risk control teams to provide robust quantitative support.

You will drive end-to-end model lifecycles, support new business lines, and work with validation teams to ensure rigorous independent reviews, ongoing SIMM monitoring, and enhancements to counterparty risk and LTV methodologies.

Qualifications

• Degree in financial engineering, quantitative risk management, or STEM.
• 5+ years in quantitative risk management within investment banks or securities firms.
• 2+ years of local or international experience in HK is an advantage.
• Strong analytical and problem-solving skills with risk modeling exposure.
• Proficiency in Excel VBA and Python; knowledge of C/C++ or Java is a plus.

Responsibilities

• Lead quantitative research and development for quant risk models.
• Manage end-to-end lifecycle: development, implementation, calibration, backtesting.
• Coordinate with model validation for independent reviews.
• Monitor SIMM, analyze margin shortfalls and backtesting breaches.
• Design counterparty risk measurements (CEM, PFE, CVA) and stress-testing engines.
• Improve LTV models in Securities Margin Financing and Prime Brokerage.
• Translate business needs into IT requirements and automate risk metrics.

Skills

Excel VBA

Python

C/C++

Java

Education

Bachelor’s or Master’s degree in financial engineering or quantitative risk management or STEM

FRM certification (preferred)

Job description

BOC International Holdings Limited seeks a senior quantitative risk professional in Hong Kong to lead research and development of quantitative risk models, collaborating with risk control teams to provide robust quantitative support.

You will drive end-to-end model lifecycles, support new business lines, and work with validation teams to ensure rigorous independent reviews, ongoing SIMM monitoring, and enhancements to counterparty risk and LTV methodologies.