Senior Quantitative Risk Management Specialist
23 hours ago
Company Overview
Hong Kong Exchanges and Clearing Limited (HKEX) is a purpose-driven company, committed to connecting, promoting, and progressing its markets and the communities they support for the prosperity of all.
Job Summary
The Quantitative Risk Management (QRM) team plays a critical role in providing governance to first-line risk teams across all HKEX group clearing houses. The team is responsible for establishing model risk governance frameworks, conducting financial risk policy and appetite reviews, and managing group-level financial risk data.
Key Responsibilities
- Collaborate with high-caliber quant analysts and developers within the Group Quant Risk team to develop and maintain pricing and risk models.
- Participate in model implementation, testing, analysis, and data collection and clean-up.
- Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis.
- Work closely with the model validation team to facilitate the validation of developed models.
- Develop strong relationships with Data teams to support the production and deployment of new models or fixes.
Requirements
- A Master's or PhD degree in a highly quantitative field, such as Physics, Mathematics, Financial Engineering, Electrical Engineering, or Statistics.
- At least 3 years' experience in financial markets, with hands-on experience in derivatives pricing, risk modeling, and proven records of delivering high-quality results.
- Experience and proficiency in Python are preferred, as well as expertise in large datasets and tick data.
- Strong analytical and problem-solving skills, along with outstanding teamwork aptitude and a willingness to learn.
- Good written and verbal communication skills, with fluency in English.
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