Pricing Model Risk Analyst – Exotic Derivatives Validation

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...

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...

A leading global financial institution in Hong Kong is seeking a quantitative analyst to work within Risk Management and Compliance. This role involves analyzing complex pricing models and providing guidance on model usage while requiring a Master's degree in a quantitative field and strong analytical skills. Ideal candidates will have experience in...

A financial services company in Hong Kong is seeking an experienced Model Risk Manager to enhance their Model Risk Management function for OTC derivatives. You will lead the implementation of a robust framework to ensure adherence to Hong Kong SFC regulations while overseeing model validations and risk assessments. The ideal candidate will have advanced...

Portfolio Pricing and Valuations Analyst Millennium is seeking a Portfolio Pricing and Valuations Analyst in Hong Kong. This role sits in the Equity Portfolio Pricing and Valuations Group, which is primarily responsible for the valuations of fund positions across all equity products. The candidate will work as part of the team to implement the valuation...

Executive Director, Equity Derivatives Trader Responsibilities Lead Flow and Exotic Trading activities across China and the broader APAC region, ensuring strong market presence and profitability. Execute and manage trading of Flow and Exotic products, including index and single-stock options, as well as other equity derivatives, with a focus on P&L...

Role Overview Enhance the Model Risk Management function for the Group’s OTC derivatives business (SFC Type 11). The incumbent will be responsible for designing, implementing, and overseeing a robust Model Risk Management Framework that meets Hong Kong SFC regulatory standards and global best practices. This role requires a strong focus on risk models,...

Add expected salary to your profile for insights Conduct derivative valuation, such as exotic options, convertible bonds and other structured products; Develop and enhance the model for derivative valuation (e.g. Hull-White Model, Stochastic Volatility Model, Heston Model, Stochastic Default Intensity Model etc.); Perform research on industries and...

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...

Responsibilities Design, price and distribute cross-asset OTC derivatives (including flow, exotic and structured products) spanning FICC and Equities, customized to meet institutional clients’ investment, financing and risk management objectives, in full compliance with the regulatory framework and prevailing market conventions in Hong Kong. Independently...