Senior Model Risk Audit Lead

Huatai International Financial Holdings Company Limited; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Huatai International Financial Holdings Company Limited seeks a seasoned audit professional to lead model risk audits across the firm's global operations from Hong Kong. You will own end-to-end engagements, supervise audit teams, and communicate results to senior management in English and Chinese.

The ideal candidate has 10+ years in quantitative risk management or model audit, with deep knowledge of derivatives, risk models, and governance frameworks. Proficiency in Python or C++ is required.

Qualifications

• 10+ years in quantitative risk management, model validation, or model audit in banking or finance.
• Deep understanding of investment banking products, derivatives, trading and risk management systems.

Responsibilities

• Define and lead model risk audit engagements across the firm globally, including pricing models, VaR, and credit risk models.
• Audit universe design, risk-based planning, and regulatory alignment; report findings to senior management.
• Coach junior auditors, supervise audit teams, and coordinate with CRO and risk management heads.
• Track remediation of audit findings and support management reports and regulatory interactions.

Skills

Stochastic calculus

Monte Carlo simulations

Derivatives pricing models

Market risk models

Credit risk models

Python

C++

Regulatory knowledge

Communication skills

Education

Master’s or PhD in Mathematics, Financial Engineering, Physics, Statistics, Computing, Economics

Tools

Python

C++

Job description

Huatai International Financial Holdings Company Limited seeks a seasoned audit professional to lead model risk audits across the firm's global operations from Hong Kong. You will own end-to-end engagements, supervise audit teams, and communicate results to senior management in English and Chinese.

The ideal candidate has 10+ years in quantitative risk management or model audit, with deep knowledge of derivatives, risk models, and governance frameworks. Proficiency in Python or C++ is required.