Senior Analyst, Quantitative Analysis
18 hours ago
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 operates 30 provincial branches and a network of 2,637 operating locations in 173 cities and 112 counties nationwide. Beyond China, it has established overseas centres in Hong Kong, New York, San Francisco, Tokyo, Singapore, Seoul, Frankfurt, Macau, Ho Chi Minh City, and Sydney; one subsidiary bank in the U.K. and one representative office in Taipei. BOCOM’s strategy is to become a first class listed universal banking group focusing on international expansion and wealth management. Responsibilities Validate and monitor IRB PD model for exposure to bank, corporate and retail. Implement IFRS9 PD/LGD/EAD model for impairment calculation. Stress test for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan according to Bank’s risk appetite. Validate and monitor IRB PD model for exposure to bank, corporate and retail. Implement IFRS9 PD/LGD/EAD model for impairment calculation. Stress test for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan according to Bank’s risk appetite. Qualifications Degree holder or above with major in Mathematics, Statistics, Financial Engineering or related disciplines; FRM or CFA qualification is an advantage. Minimum 3 years’ relevant experience in banking or financial sector, with extensive and intensive knowledge of Basel and credit risk models. Analytical experience on Basel modeling (PD, LGD, EAD etc). In‑depth knowledge and understanding of statistical aspects (Logistic Regression, PCA, Scorecard development; KS‑statistics; Reject inference techniques; Data sampling and time‑series modelling approaches). Strong computing and programming skill such as SAS, VBA and Matlab is a must. Data held by the Bank relating to employment applications will be kept confidential and used only for consideration of applications. The bank may also refer suitable applicants to other vacancies within the Group. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request. Job level: Middle Years of experience: 3 Years Education: Location: Within Hong Kong Employment type: Full Time Industry: Banking Job Function Banking / Finance (Retail Banking / Branch Banking) Banking / Finance (Others) Banking / Finance (Research / Analysis) Published On: 4 hours ago #J-18808-Ljbffr
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Senior Analyst, Quantitative Analysis
3 days ago
hong kong, Hong Kong SAR China Bank of Communications Co., Ltd. London Branch Full timeOverview 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...
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Quantitative Analyst
2 weeks ago
hong kong, Hong Kong SAR China talisman Full timeOur 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...
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(Senior) Quantitative Analyst
5 days ago
Hong Kong Island, Hong Kong SAR China uSmart Securities Limited Full timeSenior 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)...
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Senior Quantitative Risk Analyst – IRB/IFRS9
18 hours ago
Hong Kong Island, Hong Kong SAR China Bank of Communications Hong Kong Branch Full timeA 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...
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Hong Kong Island, Hong Kong SAR China Polymer Capital Full timeA leading investment platform in Hong Kong is seeking a Junior Quantitative Analyst passionate about equity markets. You will collaborate with senior traders, develop quantitative models, and utilize machine learning techniques for data analysis. The ideal candidate will possess strong coding skills, a degree in a quantitative field, and a desire to work in...
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Junior Quantitative Analyst
3 days ago
Hong Kong Island, Hong Kong SAR China Polymer Capital Full timeCompany 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...
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Junior Quantitative Analyst: Modeling
2 weeks ago
hong kong, Hong Kong SAR China talisman Full timeA leading financial institution in Hong Kong is seeking a Junior Quantitative Analyst to develop pricing and statistical models. The candidate will collaborate with traders and technology teams, analyze financial datasets, and support quantitative analysis. This entry-level role requires a quantitative degree and programming skills in Python, R, or C++....
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Graduate Quantitative Analyst
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hong kong, Hong Kong SAR China Itarle Full timeThe Itarle Group is an industry-leading supplier of best execution algorithmic trading, smart order routing and transaction cost analysis services to clients ranging from Global Investment banks to specialist Brokers. To support its Hong Kong operations across both Equities and Listed Derivatives, and to facilitate the increasing demand for its services,...
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Senior Quantitative Analyst: Rates, FX
5 days ago
Hong Kong Island, Hong Kong SAR China Huatai Financial Holdings (Hong Kong) Limited Full timeA financial services provider in Hong Kong is seeking a Senior Quantitative Analyst to design and implement pricing models for Rates, FX, and Commodities. The ideal candidate will have over 10 years of experience in a sell-side quant role and possess deep knowledge of financial derivatives. Proficiency in advanced programming (Python and C++) and modeling...
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Analyst, Quantitative Fund
5 days ago
Hong Kong Island, Hong Kong SAR China Trinity Search Limited Full timeKey Responsibilities Quantitative Fund Research and Screening Track and evaluate quantitative fund strategies including CTA, market neutral, multi-factor, arbitrage, etc. Build and maintain fund databases; conduct performance and style attribution analysis. Portfolio Construction and Risk Control Participate in FOF portfolio strategy design, weight...
