Risk Management Specialist

10 hours ago


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

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
Requirements
  • 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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