Model Risk

Role Summary The person will be working with other risk managers within the Model Risk Team covering model risk of various models in different risk domains, including pricing, Value at Risk (VaR), initial margin (IM), credit scoring, liquidity, risk capital, expected credit loss, stress test, etc. Duties & Responsibilities Perform model assessment, including...

Key Areas of Responsibilities Produce, review and improve CLSA model validation policy and procedure Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model Set up the model reserve and parameter reserve framework with product control team and front office Liaise with...

Risk, Finance & Middle Office Recruitment | Full-cycle Recruitment | Business Development | Market Research We are partnering with a leading financial institution to hire a senior professional who will lead the Model Risk Management function for an OTC derivatives business. This role involves building a robust governance framework, managing model validation...

Overview Assistant Manager, Model Risk, Risk — CLSA Responsibilities and requirements are listed below. Responsibilities Produce, review and improve CLSA model validation policy and procedure Responsible for financial valuation model validation and testing, with coverage in equity derivative model and interest rate derivative model Set up the model reserve...

A leading tech solutions company in Hong Kong is seeking a professional to develop advanced risk methodologies for financial derivatives. You will establish and maintain risk models focusing on market, credit, and liquidity risk, while also generating quantitative analyses for effective risk management. The ideal candidate will possess an advanced degree in...

A major financial services firm based in Hong Kong is looking for an experienced professional to lead model risk efforts. The role involves developing model risk policies, validating critical models, and managing regulatory compliance. Candidates should have at least 8 years in model development, with a strong quantitative background and expertise in...

Key responsibilities for this role include: Be responsible for the development, implementation, monitoring and enhancement of credit risk rating models and associated systems Collaborate with regulators and internal stakeholders on credit risk model development and data management to ensure compliance of regulatory requirements Support the bank’s...

Analyst / Manager, Risk Analytics and Modelling Join to apply for the Analyst / Manager, Risk Analytics and Modelling role at Mox Bank Application Deadline: 20 December 2025 Department: Risk Location: Hong Kong (SAR) Description About Mox Mox is built by and for the ones who aspire to live life to the fullest – we call them Generation Mox! The name Mox...

A financial services organization in Hong Kong is seeking a Director of Model Risk Management to enhance the risk function for OTC derivatives. This role involves designing a comprehensive Model Risk Management Framework, ensuring compliance with regulatory standards and leading the validation of key models. The ideal candidate will have at least 8 years of...

A leading financial institution in Hong Kong is seeking a Quantitative Analyst to develop and implement risk analytical models. The ideal candidate has over 5 years of financial market experience, focusing on derivatives pricing and Python coding skills. This role involves collaboration with various teams to ensure the robust functioning of market risk...