Quant Model Risk Analyst — Derivatives

A leading financial institution in Hong Kong is seeking a Vice President for Front Office Equity Derivatives Quant to enhance trading strategies through quantitative expertise. This role involves model development, risk management, and decision-making support within investment banking, utilizing advanced mathematics and programming skills in C++ and Python....

A leading hedge fund in Hong Kong seeks a middle-level Market Risk/Quant Risk professional with over 5 years of experience in equities derivatives products. The role involves monitoring market risk controls, implementing policies, conducting risk analyses, and developing predictive models. Candidates should possess strong programming skills in VBA, Python,...

VP of Quant Risk Management - Nicoll Curtin - Singapore 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...

Description As part of Risk Management and Compliance you are at the center of keeping JPMorganChase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company customers and culture. In Risk Management and...

Overview The role is responsible for developing models and systems for OTC equity derivatives. Responsibilities Develop and implement multi-asset pricing models for OTC derivatives, keep enhancing and optimizing numerical performance and model stability. Design, develop and operate quantitative analytical tools for traders, including OTC pricing utilities,...

A leading financial services firm based in Hong Kong seeks a Risk Modeler to develop and implement advanced risk methodologies. This role involves the establishment and management of financial risk models for derivatives, conducting quantitative analysis, and collaborating with product teams for effective risk management. Candidates should possess an...

A leading regional financial institution is seeking a Senior Quant Risk Analyst to join their expanding team in Hong Kong. The successful candidate will develop risk analytical models and collaborate with various stakeholders to enhance risk management practices. Applicants should possess over 8 years of experience in financial markets and advanced degrees...

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...

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. Main task of this role focuses on pricing models validation for various...

A leading financial institution in Hong Kong seeks a Quantitative Risk Manager to join the Model Risk Team. The role involves validating pricing models for exotic equity derivatives and assessing model risks. Candidates should have a degree in Financial Engineering or a related field, along with 2-4 years of experience in quantitative modeling. Strong...