Model Risk Manager - Guotai Junan (Hong Kong) Limited

Guotai Junan (Hong Kong) Limited; Hong Kong; On-site; HKD 500,000 - 900,000; Full time

Job summary

Guotai Junan (Hong Kong) Limited is seeking a quantitative model risk professional to assess models, validate pricing, and enhance risk monitoring across projects. The role involves communicating with stakeholders, maintaining governance, and supporting new product approvals with rigorous documentation.

Requirements include a quantitative degree, 2–5 years in related work, and knowledge of derivatives pricing.

Qualifications

• University degree in Financial Engineering, Quantitative Finance, Economics, Applied Mathematics, Statistics, Risk Management or other related quantitative disciplines.
• Advanced degree or FRM / CFA qualification is an advantage.
• Solid theoretical knowledge in derivatives and structured products pricing.
• 2 - 5 years of experience in quantitative developing and structuring, pricing model validation, or market risk management in exotic equity derivatives.
• Experience and knowledge with any of Acadia RAL, ICE Data Derivatives, MSCI RM, Numerix, ORE is an advantage.
• Experience in AI Agent deployment for data analysis / model validation is an advantage.
• Good communication and writing skills, with positive teamwork and self-driven attitude.

Responsibilities

• Perform model assessment, including model assumptions, limitations, inputs and outputs, methodology, implementation, monitoring and control.
• Identify model risk issues, prepare documents, communicate with model stakeholders and follow up with remediation plan.
• Enhance model risk management policies, standards, procedures, controls and maintain model inventory.
• Create new tools / techniques that will enhance the group level risk monitoring and quantification capability.
• Participate in project related tasks such as new business / product approval, and risk system implementation and validation.
• Perform regular independent model validation with replicating method or building up challenge models when necessary.

Skills

Model validation

Quantitative analysis

Risk management

Statistical methods

Education

University degree in Quantitative fields

FRM/CFA (advantage)

Tools

Acadia RAL

ICE Data Derivatives

MSCI RM

Numerix

ORE

Job description

Perform model assessment, including model assumptions, limitations, inputs and outputs, methodology, implementation, monitoring and control, etc;

Identify model risk issues, prepare documents, communicate with model stakeholders and follow up with remediation plan;

Enhance model risk management policies, standards, procedures, controls and maintain model inventory;

Create new tools / techniques that will enhance the group level risk monitoring and quantification capability;

Participate in project related tasks such as new business / product approval, and risk system implementation and validation;

Perform regular independent model validation with replicating method or building up challenge models when necessary.

Requirements :

University degree in Financial Engineering, Quantitative Finance, Economics, Applied Mathematics, Statistics, Risk Management or other related quantitative disciplines;

Advanced degree or FRM / CFA qualification is an advantage;

Solid theoretical knowledge in derivatives and structured products pricing;

2 - 5 years of experience in quantitative developing and structuring, pricing model validation, or market risk management in exotic equity derivatives;

Experience and knowledge with any of Acadia RAL, ICE Data Derivatives, MSCI RM, Numerix, ORE is an advantage;

Experience in AI Agent deployment for data analysis / model validation is an advantage;

Good communication and writing skills, with positive teamwork and self-driven attitude.