Senior Quantitative Risk Analyst – IRB/IFRS9

18 hours ago


Hong Kong Island, Hong Kong SAR China Bank of Communications Hong Kong Branch Full time

A leading banking institution in Hong Kong is seeking a Senior Analyst for Quantitative Analysis. The successful candidate will validate IRB PD models, implement IFRS9 models, and conduct stress tests for credit risk. Candidates should hold a degree in Mathematics or related fields, have at least 3 years of banking experience, and possess strong programming skills in SAS, VBA, or Matlab. This full-time role offers an opportunity to engage in the sophisticated realm of financial analysis and risk management.#J-18808-Ljbffr



  • hong kong, Hong Kong SAR China Bank of Communications Co., Ltd. London Branch Full time

    Overview Senior Analyst, Quantitative Analysis at Bank of Communications Co., Ltd. London Branch Responsibilities Validate and monitor IRB PD model for exposure to bank, corporate and retail. Implement IFRS9 PD/LGD/EAD model for impairment calculation. Stress testing for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan...


  • Hong Kong Island, Hong Kong SAR China Bank of Communications Hong Kong Branch Full time

    Senior Analyst, Quantitative Analysis Founded in 1908, Bank of Communications Co., Ltd. (Stock Code: 3328) is one of the oldest banks in China and operated as one of the country’s banknote‑issuing institutions. The bank was listed on the Stock Exchange of Hong Kong Limited and the Shanghai Stock Exchange in June 2005 and May 2007 respectively. It...

  • Quantitative Analyst

    2 weeks ago


    hong kong, Hong Kong SAR China talisman Full time

    Our client, a leading financial institution, is seeking a Junior Quantitative Analyst to join their growing team in Hong Kong. The successful candidate will work closely with traders, risk managers, and developers. Responsibilities Develop and maintain pricing, risk, and statistical models. Support trading and investment teams with quantitative analysis and...


  • Hong Kong Island, Hong Kong SAR China OCBC Bank (Hong Kong) Limited Full time

    Integrated Risk Analytics - Assistant Manager Add expected salary to your profile for insights This role will provide strong support to senior management for holistic and integrated risk management, with focus on credit related stress‑testing, review/setting of risk appetite and credit concentration risk management. In this role, you will also work closely...


  • hong kong, Hong Kong SAR China OCBC Full time

    Integrated Risk Analytics - Assistant Manager 1 day ago Be among the first 25 applicants Who We Are As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. By taking the time to truly understand people, we provide support, services, solutions, and career paths that meet...


  • Hong Kong Island, Hong Kong SAR China uSmart Securities Limited Full time

    Senior Quantitative Analyst – uSmart Securities Limited uSmart Securities Limited is a licensed broker in Hong Kong, providing investors with simple, professional and low‑cost global investment services through technological innovation and artificial intelligence technology. The firm holds the Hong Kong Securities and Futures Ordinance (Chapter 571)...

  • Quantitative Risk

    5 days ago


    Hong Kong Island, Hong Kong SAR China CFA Institute Full time

    My client, a leading regional financial institution, is seeking a Senior Quant Risk Analyst with deep experience in Risk Analytics to join their expanding team in Hong Kong. The team is responsible for providing Governance and Risk guidelines on new product/service launch, methodology changes and model reviews. Reporting to the Head of Quantitative Risk...


  • Hong Kong Island, Hong Kong SAR China Hong Kong Exchanges & Clearing Ltd Full time

    AVP, Quantitative Risk Methodology & Governance 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...


  • Hong Kong Island, Hong Kong SAR China Hong Kong Exchanges and Clearing Limited (HKEX) Full time

    Overview Join to apply for the Vice President, Quantitative Risk Management role at Hong Kong Exchanges and Clearing Limited (HKEX) . Job Summary We are seeking a highly analytical and detail-oriented Quantitative Developer to join our team in Hong Kong. The Quantitative Developer will be responsible for developing, implementing, and maintaining the pricing...


  • Hong Kong Island, Hong Kong SAR China Polymer Capital Full time

    Company Introduction Polymer Capital Management is a market-neutral, multi-manager investment platform based in and focused on Asia. Polymer combines established institutional support and deep knowledge of local financial markets with a dedication to discovering and developing the region's best investment talent. Polymer was established in conjunction with...