Risk Management Expert

8 hours ago


Hong Kong, Central and Western District, Hong Kong SAR China Ashford Benjamin Full time

Ashford Benjamin, a reputable securities house in Hong Kong, seeks an experienced professional to oversee model risk management. This critical role involves validating financial valuation models for OTC derivatives products across APAC.

Key Responsibilities:
  • Validate complex financial valuation models for OTC derivatives
  • Establish a robust risk framework, incorporating parameter reserve considerations
  • Collaborate with the risk quantification team to conduct model reviews
  • Provide training to other teams on advanced valuation and risk calculation methodologies
Requirements:
  • At least 5 years of experience in model risk management or a related field
  • Strong background in mathematics, scientific disciplines, or financial engineering
  • CFA, FRM, or CIPM certification is advantageous for career advancement
  • Advanced statistical models and strong programming skills are highly desirable
  • Bilingual English and Chinese proficiency is essential for communication
About Model Risk Management:

As a key member of the risk management team, you will work closely with the risk quantification team to develop a comprehensive risk framework. Your expertise will be instrumental in shaping the company's approach to model risk management, ensuring accurate valuation and risk calculation.



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