Senior Associate/Manager - Quantitative - Risk Consulting - FS - Hong Kong

PwC; Hong Kong; Vor Ort; HKD 600.000 - 900.000; Vollzeit

Zusammenfassung

PwC in Hong Kong seeks a Senior Associate/Manager to conduct valuation of FX Derivatives, Interest Rate Derivatives, complex structures, and to quantify market risk using various approaches. The role involves model valuation of trading systems and risk engines, and developing risk models (SIMM, SA-CCR, CVA, FRTB-SA) for clients.

The candidate will design and implement more efficient risk management workflows through automation and digitalization, with strong programming and analytics skills in

Qualifikationen

• Degree holder in quantitative majors (e.g., Quantitative Finance, Financial Engineering, Mathematics).
• Masters or PhD preferred; CFA/FRM advantageous.
• 5+ years for Manager, 2-4 years for Senior Associate in financial institutions or consulting.
• Strong knowledge of Basel III, HKMA, risk modelling, and product valuation.

Aufgaben

• Valuation of FX Derivatives, Interest Rate Derivatives, and complex structured products.
• Analyze market risk with statistical and sensitivity methods.
• Develop and implement risk models (SIMM, SA-CCR, FRTB-SA, CVA, liquidity, IRRBB).
• Create efficient risk management workflows through automation and digitalization.
• Project management and teamwork with excellent communication.

Kenntnisse

Quantitative Finance

Financial modelling

Python

SQL

R

VBA

Numerix

Bloomberg

Excel

PowerPoint

Ausbildung

Masters

PhD

CFA

FRM

Tools

Bloomberg

Reuters

Trading systems

Jobbeschreibung

As a Senior Associate/Manager, you will be involved in various activities which may include:

Conducting valuation on the following financial instrument: FX Derivatives, Interest Rate Derivatives, complex structured derivatives, exotic options, stock options, structured products, etc;

Analyzing and quantifying market risk using different statistical and sensitivity approaches;

Conducting model valuation on trading systems, risk engine and margining calculation tool;

Developing different risk model for our clients, such as SIMM, SA-CCR, FRTB-SA, CVA, hedge accounting, liquidity and IRRBB etc;

Designing and implementing more efficient risk management workflow for our clients by automation and digitalization

Qualifications

Degree holder, preferably in Quantitative Majors like Quantitative Finance, Financial engineering, Statistics, Mathematics, Economics, and Risk Management etc;

Masters or PhD holders in related areas will be an advantage

CFA and FRM holder will be an advantage

Relevant experience in financial institutions (e.g. banks security firms and funds etc) , management consulting firms or big 4 audit firms; (five years or above for manager level and Two to four years for Senior associate)

Good knowledge in any of the following areas: (1) Basel III and Hong Kong Monetary Authority requirements, (2) financial instrument valuation modelling, (3) market risk modelling, (4) initial margin calculation, (5) Valuation and product control

Practical experience in using trading system (e.g. Bloomberg, Reuters etc plus Word, PowerPoint, and Excel;

Practical knowledge in programming language (e.g. SQL, VBA, Python, R, Numerix etc)

Strong knowledge in financial engineering methodology (e.g. BSM, HW, LSV etc.)

Strong analytical and problem solving capabilities;

Ability to translate client issues into solutions that address complex situations;

Experience in Project management and teamwork

Excellent communication and interpersonal skills;

Proficiency in written and spoken English and Chinese (Cantonese and Mandarin) is essential.

In addition, candidates should illustrate the following personal attributes:

Demonstrates courage and integrity

Acquires and applies commercial and technical expertise by staying up to date in industry and with market trends

Manages projects and economics efficiently; planning and performing work in accordance with client requirements and professional standards

Open minded, agile with change and practical

Committed to self develop and coaching of others for growth

Communicates with impact and empathy

Actively shares ideas and knowledge and is innovate

Lead and contribute to team success

Is passionate about client service

Works hard to build and sustain relationship

Unlock job insights

Hirer responsiveness Salary match Number of applicants

Accounting & Auditing More than 10,000 employees

"PwC in Mainland China, Hong Kong SAR and Macau SAR work together on a collaborative basis, subject to local applicable laws. Collectively, we have more than 18,000 people in total.

We provide organisations with the professional service they need, wherever they may be located. Our highly qualified, experienced professionals listen to different points of view to help organisations solve their business issues and identify and maximise the opportunities they seek. Our industry specialisation allows us to help co-create solutions with our clients for their sector of interest."

"PwC in Mainland China, Hong Kong SAR and Macau SAR work together on a collaborative basis, subject to local applicable laws. Collectively, we have more than 18,000 people in total.

We provide organisations with the professional service they need, wherever they may be located. Our highly qualified, experienced professionals listen to different points of view to help organisations solve their business issues and identify and maximise the opportunities they seek. Our industry specialisation allows us to help co-create solutions with our clients for their sector of interest."