Quant Model Risk Rates Analyst

4 days ago

Hong Kong Island, Hong Kong SAR China JPMorganChase Full time

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 Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. Job responsibilities Carries out model reviews: analyze conceptual soundness of complex pricing models, engines and reserve methodologies; assess model behaviour and suitability of pricing models/engines to particular products/structures Provides guidance on model usage and act as first point of contact for the business on all new models and changes to existing models Develops and implements alternative model benchmarks and compares the outcome of various models; designs model performance metrics Documents the model review findings and communicates them to stakeholders Liaises with model developers, risk and valuation control groups and provides guidance on model risk Evaluates model performance on a regular basis Required qualifications, capabilities and skills Minimum of a Master’s degree in Quantitative Finance, Mathematics, Physics or a related discipline Minimum of 1 year of experience in a quantitative analysis role Excellence in probability theory, stochastic processes, statistics and numerical analysis Strong understanding of option pricing theory and quantitative models for derivatives Experience with Monte Carlo and numerical methods Strong analytical and problem‑solving abilities Good coding skills for example in C / C++ or Python Inquisitive nature with excellent communication skills Teamwork‑oriented mindset Preferred qualifications, capabilities and skills Experience with pricing derivatives Experience in a front office or model risk quantitative role Key Skills ISO 27001 Microsoft Access Risk Management Financial Services PCI Risk Analysis Analysis Skills COBIT NIST Standards SOX Information Security Data Analysis Skills Employment Type Full-Time Experience years Vacancy 1 #J-18808-Ljbffr

  • Senior Interest Rate

    2 days ago

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

    A financial institution in Hong Kong is seeking a quantitative analyst to develop and maintain risk analytical models focused on interest rate and liquidity risk. The role requires 5 years of experience in financial institutions and strong skills in SAS, SQL, and VBA. The successful candidate will manage reporting processes, collaborate with teams, and...

  • Senior Quantitative Analyst: Rates, FX

    4 days ago

    Hong Kong Island, Hong Kong SAR China Huatai Financial Holdings (Hong Kong) Limited Full time

    A 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...

  • Quant Model Risk Analyst — Derivatives

    4 days ago

    Hong Kong Island, Hong Kong SAR China JPMorganChase Full time

    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...

  • Execution Quant

    2 weeks ago

    hong kong, Hong Kong SAR China SignalPlus Full time

    Execution Quant / Desk Quant We are seeking an Execution Quant / Desk Quant to join our trading team in Hong Kong. The ideal candidate has a strong quantitative background in mathematics, statistics, or financial engineering, along with hands‑on experience in linear products, including spot and perpetual futures trading. This role focuses on real‑time...

  • Assistant Manager, Model Risk, Risk

    8 hours ago

    hong kong, Hong Kong SAR China CLSA Full time

    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...

  • Head of Model Risk Management

    2 days ago

    Hong Kong Island, Hong Kong SAR China Huatai Financial Holdings (Hong Kong) Limited Full time

    About Us Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays a crucial role in the group's internationalization strategy by:a) not only providing...

  • Execution Quant

    6 days ago

    Hong Kong Island, Hong Kong SAR China SignalPlus Full time

    Position Overview We are seeking an Execution Quant / Desk Quant to join our trading team in Hong Kong. The ideal candidate has a strong quantitative background in mathematics, statistics, or financial engineering, along with hands‑on experience in linear products, including spot and perpetual futures trading. This role focuses on real‑time execution,...

  • VP of Quant Risk Management

    2 days ago

    Hong Kong Island, Hong Kong SAR China Nicoll Curtin - Singapore Full time

    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...

  • Assistant Model Risk Manager

    2 weeks ago

    Hong Kong, Hong Kong SAR China CITIC CLSA Full time

    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...

  • Senior Quant Risk Lead

    4 days ago

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

    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...