Associate, Quantitative Risk Governance

4 days ago


Hong Kong, Central and Western District, Hong Kong SAR China Hong Kong Exchanges and Clearing Limited Full time

Company Introduction:

We're home to Asia's most dynamic and vibrant capital markets.
Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day.

HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."

Job Summary:
Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes and model parameter reviews. The team is also responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities.

Job Duties:

Responsibilities:

  • Participate actively in model development & implementation involving liquidity and market risks, including testing, analysis and on-going enhancement etc.
  • Perform liquidity and market risk assessment by measuring, monitoring, and controlling risks, which involves market monitoring, scenario & stress testing analysis
  • Ensuring and enhancing risk governance, and provide risks transparency and timely update to senior management, relevant stakeholders and committees related to liquidity and Treasury investment related market risks
  • Responsible for other project-based tasks as and when assigned
  • Collaborate closely with the model validation team to facilitate the validation of the models that the team developed / own.
Requirements:
  • A degree holder in accounting, finance or quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
  • Professional qualifications, such as CPF, CFA, FRM are preferred
  • 3+ years experiences in financial markets, experience in market and/or liquidity risk management a plus
  • Knowledge of financial & investment products and the related risks factors and trading dynamics
  • Strong analytical and problem-solving skills
  • Outstanding aptitude for teamwork and willingness to learn
  • Good written and verbal communication skills are required
  • Fluent in English
HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.

Location:
HKEX - Exchange Square

Shift:
Standard - 40 Hours (Hong Kong SAR)

Scheduled Weekly Hours:
40

Worker Type:
Permanent

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