Quantitative Risk Manager

1 month ago


Hong Kong, Central and Western District, Hong Kong SAR China Gravitas Recruitment Group Full time
Job Title: Model Validation, Assistant Manager

Gravitas Recruitment Group is seeking an experienced Model Validation, Assistant Manager to join our team. As a key member of our risk management team, you will be responsible for validating various models, including financial product valuation, market risk, interest rate risk, and liquidity management, in accordance with regulatory requirements and internal guidelines.

Key Responsibilities:
  • Validate models to ensure they are accurate and reliable, and identify any issues that may impact risk management and compliance.
  • Communicate findings and track follow-up actions to mitigate model risk.
  • Support the implementation of model risk management policies and regularly review operational guidelines for qualitative and quantitative model validations.
  • Conduct industry research to explore different validation approaches and stay updated on regulatory changes.
Requirements:
  • Bachelor's degree in a relevant field, such as finance, mathematics, or statistics.
  • 1-4 years of work experience in financial services, including risk management, risk advisory, valuation, or risk modeling.
  • Strong knowledge of derivatives products and proficiency in Bloomberg and programming languages such as Python and VBA.
  • Excellent written and spoken English and Chinese.
What We Offer:
  • The opportunity to join a reputable bank with a strong presence in Asia.
  • Exposure to various types of models, including market risk, IRRBB, and stress testing, with potential rotations within the department.
  • A chance to develop your career along a quantitative and technical path.
  • Collaboration with talented professionals from strong quantitative backgrounds.


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