Quantitative Risk Management Specialist

3 weeks ago


Hong Kong, Central and Western District, Hong Kong SAR China Hong Kong Exchanges and Clearing Limited Full time
Job Summary

HKEX is seeking a highly skilled Quantitative Risk Management Specialist to join our Group Quant Risk team in Hong Kong. As a key member of the team, you will be responsible for providing 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.

Key Responsibilities
  • Participate actively in model implementation, testing, analysis, and 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 that the team developed.
  • Work with the Data teams to support the production and roll out of new models or fixes.
Requirements
  • A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics, etc.).
  • 3+ years of 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.
  • Experiences in 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.
About HKEX

HKEX is a purpose-driven company committed to the long-term development of our business and our markets. Our commitment to diversity and inclusion is reflected in our core values, and we strive to create a workplace that supports and respects diverse perspectives, abilities, culture, and experiences.



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