Model Risk & Pricing Analytics—Quant Market Risk

Guotai Junan International Holdings Limited; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Guotai Junan International Holdings Limited in Hong Kong is seeking a qualified professional to perform model assessment across derivatives pricing, risk management and validation activities. You will identify risk issues, document remediation plans and communicate with stakeholders.

The role involves enhancing policies, creating tools for monitoring, and participating in validation projects including new business approvals and risk system deployments.

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 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

Quant Finance

Derivatives pricing

Model validation

Risk management

Communication

Education

Financial Engineering

FRM / CFA preferred

Tools

Acadia RAL

ICE Data Derivatives

MSCI RM

Numerix

ORE

Job description

Guotai Junan International Holdings Limited in Hong Kong is seeking a qualified professional to perform model assessment across derivatives pricing, risk management and validation activities. You will identify risk issues, document remediation plans and communicate with stakeholders.

The role involves enhancing policies, creating tools for monitoring, and participating in validation projects including new business approvals and risk system deployments.