Model Risk Manager: Validation & Governance

Guotai Junan International Holdings Limited; Hong Kong; Sur place; HKD 450 000 - 600 000; Plein temps

Résumé du poste

Silver Nile Global Investments Corporation Limited is seeking a Junior Investment Banking AI Analyst in Hong Kong to support corporate finance activities and AI-driven risk modelling. The role involves validating pricing models, enhancing risk systems, and collaborating with stakeholders.

The ideal candidate holds a quantitative degree, with 2–5 years of relevant experience and exposure to AI/ML deployment for data analysis and model validation. Central district base in HK, competitive package.

Qualifications

• University degree in Financial Engineering, Quantitative Finance, Economics, Applied Mathematics, Statistics, Risk Management or related quantitative disciplines.
• 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 with 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.

Responsabilités

• Perform model assessment, including model assumptions, 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 to enhance group level risk monitoring and quantification capability.
• Participate in project 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.

Connaissances

Communication

Formation

University degree in quantitative disciplines

Outils

Acadia RAL

ICE Data Derivatives

MSCI RM

Numerix

ORE

Description du poste

Silver Nile Global Investments Corporation Limited is seeking a Junior Investment Banking AI Analyst in Hong Kong to support corporate finance activities and AI-driven risk modelling. The role involves validating pricing models, enhancing risk systems, and collaborating with stakeholders.

The ideal candidate holds a quantitative degree, with 2–5 years of relevant experience and exposure to AI/ML deployment for data analysis and model validation. Central district base in HK, competitive package.