Quantitative Risk Management Specialist

4 weeks ago


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

HKEX's Quantitative Risk Management team is responsible for providing governance to the first line risk teams across all HKEX group clearing houses. The team is responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities.

Key Responsibilities:

  • Participate actively in model related implementation, testing, analysis, documentation, reporting, UI/dashboard, data collection and clean-up etc.
  • Develop and maintain of our 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 etc
  • Collaborate closely with the quantitative methodology team to facilitate the model development and automation.
  • Work with the Data teams in order to support the production and be able to roll out in a timely fashion our new models or fixes.
Requirements:

  • A Bachelor/master's degree in technology, engineering, computer science, or related disciplines.
  • Solid experiences in python, although other coding languages are considered.
  • Familiarity with SQL for handling and analysing large datasets
  • Knowledge of risk management and quantitative finance 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. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.

Location:
HKEX - Exchange Square

Shift:
Standard - 40 Hours (Hong Kong SAR)

Scheduled Weekly Hours:
40

Worker Type:
Permanent

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