Risk Management Specialist
10 hours ago
Ashford Benjamin is supporting a reputable securities house on a model risk mandate in APAC.
The ideal candidate will be responsible for validating financial valuation models, focusing on OTC derivatives products across the region, establishing a risk model and parameter reserve framework, conducting model reviews, collaborating with risk quant to set up a checking mechanism for data, and providing training to other teams on the knowledge of valuation and risk calculation.
Candidates should have over 5 years of experience in model risk with a strong background in mathematics, sciences, or financial engineering. Holding a CFA, FRM, or CIPM is advantageous. Experience with advanced statistical models and strong programming skills is preferred. English and Chinese are essential.
Key Responsibilities- Validate financial valuation models for OTC derivatives products
- Establish a risk model and parameter reserve framework
- Conduct model reviews and collaborate with risk quant
- Provide training to other teams on valuation and risk calculation
- Over 5 years of experience in model risk
- Strong background in mathematics, sciences, or financial engineering
- Holding a CFA, FRM, or CIPM is advantageous
- Experience with advanced statistical models and strong programming skills
- English and Chinese language proficiency
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