Senior Global Model Risk Audit Lead

Huatai International Financial Holdings Company Limited; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Huatai International Financial Holdings Company Limited is seeking a seasoned strategic audit professional to oversee model risk across the firm. The role involves challenging model governance, validating methodologies, and guiding remediation with senior leadership across global operations.

Ideal candidates have 10+ years in quantitative risk, deep product knowledge, and advanced degrees. Strong communication in English/Chinese is essential.

Qualifications

• Track record in quantitative risk management or model audit in finance.
• Experience in second/third line of defense for model risk preferred.
• Strong understanding of investment banking products and risk systems.

Responsibilities

• Define and maintain model risk audit universe across the firm’s first and second lines of defense.
• Design risk-based audit strategy and regular planning.
• Ensure regulatory alignment on model risk management.
• Present findings to senior management and board when required.
• Lead audits of pricing models, VaR, and credit risk models globally.
• Identify hidden governance gaps and monitor remediation progress.

Skills

Stochastic calculus

Monte Carlo simulations

Derivatives pricing models

Market risk models

Credit risk models

Executive communication

Leadership

Education

Master's or PhD in Mathematics, Financial Engineering, Physics, Statistics, Computing, Economics or relevant numerical subject

Tools

Python

C++

Job description

Huatai International Financial Holdings Company Limited is seeking a seasoned strategic audit professional to oversee model risk across the firm. The role involves challenging model governance, validating methodologies, and guiding remediation with senior leadership across global operations.

Ideal candidates have 10+ years in quantitative risk, deep product knowledge, and advanced degrees. Strong communication in English/Chinese is essential.