Director, CCR Quantitative Analytics & Modeling

Leadingnation; Hong Kong; Hybrid; HKD 600,000 - 800,000; Full time

Benefits offered by this job

Core bank funding for retirement savings

Annual leave and parental leave options

Flexible working options

Proactive wellbeing support

Continuous learning culture

Job summary

Leadingnation in Hong Kong seeks a candidate with strong quantitative skills to develop counterparty credit risk models, ensuring compliance with regulations. The ideal candidate should have a degree in a quantitative field and excellent programming skills.

This role offers flexible working options, a culture of continuous learning, and various benefits including medical insurance and retirement funding.

Leadingnation emphasizes diversity and inclusion, fostering an environment where everyone can realize their full potential.

Qualifications

• Strong academic qualifications in a quantitative subject like Financial Mathematics.
• Experience in validating counterparty credit risk models.
• Good knowledge of numerical methods and probability theory.

Responsibilities

• Develop pricing/simulation models for Counterparty Credit Risk use cases.
• Ensure adherence to internal and external regulations.
• Lead through example to build the appropriate culture and values.

Skills

Strong academic qualifications in a quantitative subject

Experience in counterparty credit risk models

Knowledge of numerical methods, stochastic calculus, and probability theory

Good communication skills (verbal and written English)

Excellent programming skills (C++ and/or Haskell)

Knowledge of financial market products

Education

Degree in Applied Mathematics, Engineering, Computer Science or equivalent

Job description

Leadingnation in Hong Kong seeks a candidate with strong quantitative skills to develop counterparty credit risk models, ensuring compliance with regulations. The ideal candidate should have a degree in a quantitative field and excellent programming skills.

This role offers flexible working options, a culture of continuous learning, and various benefits including medical insurance and retirement funding.

Leadingnation emphasizes diversity and inclusion, fostering an environment where everyone can realize their full potential.