Model Risk Analyst – Pricing Models
4 days ago
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 products, including exotic equity derivatives. Duties & Responsibilities: Perform model assessment, including model assumptions, limitations, inputs & outputs, methodology, implementation, monitoring and control, etc; Identify model risk issues, prepare documents, communicate with model stakeholders and implement remediation plan; Enhance model risk management policies, standards, procedures, controls and maintain model inventory; Create new tools/techniques that will enhance the group level risk monitoring and quantification; Maintain up-to-date knowledge of risk management practices and technical skills; Participate in project related tasks such as new business/ product approval, and risk system implementation and validation; Perform regular independent model validation with replicating method or building up challenge models when necessary; Draft validation report and model review report, and follow up model remediation issues. Requirements: University degree in Financial Engineering, Quantitative Finance, Economics, Applied Mathematics, Statistics, Risk Management or related quantitative disciplines; Advanced degree or FRM / CFA qualification is an advantage; 2 - 4 years of experience in quantitative developing and structuring, pricing model validation, or market risk management in exotic equity derivatives; Solid theoretical knowledge on derivatives and structured products pricing; Good communication and writing skills, with positive self-driven attitude; Experience and knowledge with Numerix, and MSCI RM is an advantage; Fresh graduate with outstanding relevant academic background may be considered. We offer an attractive remuneration package to the right candidate. Interested parties please click "Apply Now". (Data collected will be kept strictly confidential and used for recruitment purpose only.) #J-18808-Ljbffr
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Model Risk Analyst – Pricing Models
2 weeks ago
hong kong, Hong Kong SAR China 国泰君安国际 Guotai Junan International Full timeRole 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...
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Hong Kong Island, Hong Kong SAR China Guotai Junan International Holdings Limited Full timeA 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...
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Quant Model Risk Rates Analyst
4 days ago
Hong Kong Island, Hong Kong SAR China JPMorganChase Full timeDescription 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...
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Quant Model Risk Analyst — Derivatives
4 days ago
Hong Kong Island, Hong Kong SAR China JPMorganChase Full timeA 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...
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Analyst / Manager, Risk Analytics and Modelling
9 hours ago
hong kong, Hong Kong SAR China Mox Bank Full timeAnalyst / 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...
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Assistant Manager, Model Risk, Risk
8 hours ago
hong kong, Hong Kong SAR China CLSA Full timeOverview 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...
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Head of Model Risk Management
2 days ago
Hong Kong Island, Hong Kong SAR China Huatai Financial Holdings (Hong Kong) Limited Full timeAbout 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...
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Director, Risk Management
2 days ago
Hong Kong Island, Hong Kong SAR China GF Holdings Full timeRole 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,...
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Chief Model Risk
9 hours ago
Hong Kong Island, Hong Kong SAR China Huatai Financial Holdings (Hong Kong) Limited Full timeA 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...
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Assistant Model Risk Manager
2 weeks ago
Hong Kong, Hong Kong SAR China CITIC CLSA Full timeKey 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...