Director, Credit Risk Quant Analytics

Gravitas Recruitment Group Hong Kong

Hong Kong

On-site

HKD 1,200,000 - 1,800,000

Full time

9 days ago

Get more replies from employers

Send a job-specific resume in minutes.

Job summary

Gravitas Recruitment Group Hong Kong is seeking a Director, Risk Quantitative Analyst to lead the development and management of credit risk models within a financial organisation in Hong Kong. The role focuses on monitoring counterparty risk, regulatory compliance, and strengthening quantitative risk analytics across the firm.

The candidate will oversee model lifecycle, collaborate with validation and IT, and drive risk measurement systems, including SIMM, CVA and stress testing, while leading a

Qualifications

Master's degree or above in Finance, Economics, Mathematics or related discipline.
Minimum of 5 years of relevant credit risk quantitative management experience in a financial institution.
Strong understanding of credit risk models (PFE, CVA, SIMM) and regulatory frameworks.

Responsibilities

Lead quantitative development and research for credit risk models and support risk teams.
Oversee lifecycle of credit risk models including development, calibration and back-testing.
Collaborate with validation and IT to develop risk measurement systems.
Monitor the SIMM framework and advise on methodology updates.
Design counterparty risk measurement models (PFE, EAD, CVA, WWR) and stress testing.
Develop risk policies, controls and governance for effective implementation.

Skills

Credit risk modeling

Quantitative analysis

Team leadership

Regulatory knowledge

English and Chinese fluency

Education

Master's degree or above in Finance/Economics/Math

Tools

PFE

CVA

SIMM

Job description

The candidate will oversee model lifecycle, collaborate with validation and IT, and drive risk measurement systems, including SIMM, CVA and stress testing, while leading a

Get your free, confidential resume review.

or drag and drop your file here.