Senior Vice President, Quant Risk & Model Governance

Hong Kong Exchanges and Clearing Limited (HKEX); Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

HKEX invites a talented Quantitative Risk professional to join the Group Quant Risk team in Hong Kong. You will develop and enhance the clearing house risk management framework, covering market, liquidity and investment risk, and you will liaise with regulators and cross-department stakeholders.

The role requires a degree in accounting, finance or a quantitative field, 6–8 years of financial markets experience, and programming familiarity (Matlab/Python/VBA/SQL).

Qualifications

• Analytical thinking and problem-solving skills
• Strong teamwork and willingness to learn
• Good written and verbal communication skills
• Fluent in English

Responsibilities

• Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
• Develop, maintain, and enhance the clearing house risk management framework, methodologies and policies.
• Lead / support projects in Quantitative Risk team, liaising with cross departmental stakeholders and regulators.
• Collaborate closely with the model validation team to facilitate validation of models developed or owned.

Job description

HKEX invites a talented Quantitative Risk professional to join the Group Quant Risk team in Hong Kong. You will develop and enhance the clearing house risk management framework, covering market, liquidity and investment risk, and you will liaise with regulators and cross-department stakeholders.

The role requires a degree in accounting, finance or a quantitative field, 6–8 years of financial markets experience, and programming familiarity (Matlab/Python/VBA/SQL).