Quantitative Risk - Group Risk Management - AVP (Gorvernance) Quantitative Risk - Group Risk Management - AVP  …

Hong Kong Exchanges and Clearing Limited
in Hong Kong
Festanstellung, Vollzeit
Seien Sie der erste Bewerber
Competitive
Hong Kong Exchanges and Clearing Limited
in Hong Kong
Festanstellung, Vollzeit
Seien Sie der erste Bewerber
Competitive
Quantitative Risk - Group Risk Management - AVP (Gorvernance)
Job Responsibilities:
  • Perform 2nd line governance on new product/service proposals, 1st line methodology changes and model calibration results.
  • Help generating group level risk monitoring and reporting across all HKEX CCPs including its treasury investment activities.
  • Help aligning the risk management approaches/policies across all business lines in accordance to the Group Risk Appetite and regulations.
  • Create new tools/techniques that can enhance the group level risk monitoring and quantification.
  • Assist the team's effort to work with both regulators and 1st line teams to enhance HKEX's risk management standards on an ongoing basis.
  • Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense.
  • Educate on modelling best practices and spread model risk awareness within the HKEX.


Job Requirements:
  • Master's degree or equivalence in quantitative finance, mathematics, economics, computer science or related discipline.
  • Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
  • 3-7 years of experience in market risk, quantitative risk or model risk within a financial institution.
  • Experience with developing or validating risk models (i.e. market risk, credit risk and liquidity risk models), initial margin models and stress testing models is strongly preferred.
  • Hands-on experience with financial risk governance and policy ownership is strongly preferred.
  • Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred.
  • Understanding of the latest regulatory standards and industry practice for 2nd line risk governance.
  • Strong and confident communicator both verbally and in written form.
  • Good judgment and clear decision-making ability.
  • Strong interpersonal skills.
  • Ability to confidently consider options and develop risk mitigations.
  • Proficient with data analysis and risk modelling.

Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful. Personal data provided will only be used for the purpose of employment application to HKEX.
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