AVP, Quantitative Risk Modelling

2 weeks ago


Hong Kong Island, Hong Kong SAR China Bowen Partners Full time

Direct message the job poster from Bowen Partners

  • Open to Trading Quantitative Risk Developers or Pricing Analysts
  • Based in Hong Kong, open to applicants interested to move to Hong Kong

Our client is a fast-expanding Financial Institution with a solid focus in developing the Asia Financial Markets businesses. As part of strategic growth, the group is seeking various high-calibre Quantitative Risk Management professionals to join the Group Quantitative Risk Management function with global coverage, based in Hong Kong, open to overseas applicants wishing to relocate to Hong Kong.

The key responsibilities for this position are as follows:

  • Assist the Group Leader in Quantitative Risk Management across various areas including model development, risk solution and infrastructure building, pricing models, VaR models, model risk governance, new products / services governance, model methodologies
  • Using the quant development platform to develop and maintain quant risk libraries, pricing risk models and infrastructure, set up center of excellence, create automation and risk analytics with new risk infrastructure
  • Create new tools and techniques for risk monitoring and quantification
  • Provide support on risk reporting, perform deep dive analysis and report on trends, impacts and risk issues
  • Challenge the business and 1st line teams on model assumptions, limitations, inputs / outputs, model risk issues identified
  • Assist in developing and implementing model risk management standards and procedures, ensure compliance to regulatory guidance
  • Assist on ad-hoc request and group projects and new products from the quantitative risk management perspectives
  • Promote risk awareness and best practices across the local and regional teams

Successful applicants will have the following skills and experience:

  • Degree qualified in quantitative finance, risk management, mathematics, computer science
  • Hands-on experience in developing risk models (market risk, credit risk and liquidity risk models), derivatives pricing model, initial margin models and stress testing models
  • Front Office / Trading Desk Developers and Actuaries with relevant skillsets are also considered
  • Good derivatives products knowledge with industry experience from Banking, Securities / Brokerage, Hedge Fund, Investment Management, Exchanges, Risk Management Solutions Vendors
  • Experience in financial risk assessment, risk identification, risk monitoring processes and risk governance
  • Broad financial markets products knowledge, equities, fixed income and derivatives
  • Excellent communication skills with fluency in English

How to Apply

Please click the Apply button to submit your application.

About Bowen Partners

Bowen Partners is an executive search and talent development firm in Hong Kong. We are true experts at identifying talent within Banking & Financial Services across Asia Pacific primarily in Audit, Compliance, Risk, Finance, Strategy & Transformation. Our success is driven by the in-depth market knowledge that we have, and a personalised, long-term relationship that we develop with you.

For more information on Bowen Partners, please visit www.bowenpartners.com.

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Seniority level
  • Mid-Senior level
Employment type
  • Full-time
Job function
  • Analyst, Consulting, and Information Technology
  • Banking, Investment Banking, and Investment Management
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