Quantitative Risk Management Specialist
16 hours ago
We are home to Asia's most dynamic and vibrant capital markets. Our mission is to connect, promote, and progress our markets and the communities they support for the prosperity of all.
Job Summary:Our Quantitative Risk Management (QRM) team provides governance to first-line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes, and model parameter reviews. The team establishes the model risk governance framework of the group, conducts financial risk policy/appetite reviews, manages group-level financial risk data, and performs other quantitative modeling works for continued enhancements of its risk management capabilities.
Key Responsibilities:- Participate actively in model implementation, testing, analysis, data collection, and clean-up.
- Develop and maintain pricing/risk models and infrastructure components.
- Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis.
- Collaborate closely with the model validation team to facilitate the validation of the models developed.
- Work with Data teams to support production and roll out new models or fixes in a timely fashion.
- A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.).
- 3+ years' experience in financial markets, with hands-on experience in derivatives pricing, risk modeling, and a proven record of delivering high-quality results.
- Experience and proficiency in Python are preferred.
- Large datasets, tick data experience are highly regarded.
- Knowledge of order management and market micro-structure is preferred.
- Strong analytical and problem-solving skills.
- Outstanding aptitude for teamwork and willingness to learn.
- Good written and verbal communication skills are required.
- Fluent in English.
HKEX is committed as an Equal Opportunity Employer. We value diversity and look to support, respect diverse perspectives, abilities, culture, and experiences within our workplace.
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