Chief Risk Management Developer
4 days ago
About Us: Hong Kong Exchanges and Clearing Limited (HKEX) is a purpose-driven company, committed to the long-term development of our business and markets. Our mission is to connect, promote and progress our markets and the communities they support for the prosperity of all.
Job Overview: We are seeking a highly skilled and passionate individual to join our Group Risk Management System application team as a Chief Risk Management Developer. This is an exciting opportunity to design, build and implement the next generation derivatives platform, modernizing our infrastructure and aligning our operating model to a client-led framework.
Key Responsibilities:
- Risk Management Tools: Implement and maintain models for option pricing, volatility calibration, margin calculation and other risk management tools, ensuring accuracy, reliability and adherence to regulatory requirements.
- System Development Life Cycle: Carry out duties in system development life cycle, including effort estimation, collecting user requirements, system design, programming, functional and technical testing and production migration, in accordance with IT development standards and guidelines, and company-wide policies and standards.
- Collaboration and Communication: Collaborate with risk managers and other stakeholders to understand their requirements and translate them into technical solutions, providing technical support and troubleshooting issues related to quantitative models and tools.
- Infrastructure and Security: Collaborate with infrastructure, IT Security, compliance team to ensure the security and compliance of the applications.
Requirements:
- Education: Degree in Computer Science, Mathematics, Statistics, Financial Engineering or related disciplines.
- Experience: Minimum 4 years' system development experience, preferably in financial services industry, with solid experience in application design and development in Java, C++, Python, Linux platform.
- Technical Skills: Experience with distributed computing framework, MicroServices, containerized applications, Cloud technology, object storage, databases, noSQL and data manipulation tools for handling and analyzing large datasets.
- Quantitative Finance Concepts: Understanding of quantitative finance concepts, including derivatives pricing, risk management and portfolio optimization is a definite advantage.
Benefits: HKEX is committed as an Equal Opportunity Employer, dedicated to supporting, respecting diverse perspectives, abilities, culture and experiences within our workplace.
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