# AVP, Quantitative Risk Methodology & Governance

**Company**: HKEX
**Location**: HK
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://hkex.wd3.myworkdayjobs.com/en-US/HKEXCareerPage/job/HK-ONE-ES-24F/AVP--Quantitative-Risk-Methodology---Governance_R002771?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_7f9754cc-c2e

## Description

Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses. You will join a high-calibre team of quant analysts and developers within the Group Quant Risk team in HK.

Responsibilities:

- Participate in model development and implementation involving new products, clearing houses market risk, investment market risk, and liquidity risk.

- Lead or support projects in Quantitative Risk Methodology and Governance team, liaising with cross-departmental stakeholders and regulators.

- Collaborate closely with the model validation team to facilitate the validation of models.

Requirements:

- A degree holder in accounting, finance, or quantitative field.

- Professional qualifications, such as CPF, CFA, FRM are preferred.

- At least 4-8 years of relevant experiences working in financial markets.

- Knowledge of financial and investment products and the related risks factors and trading dynamics.

- 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.

## Skills

### Required
- quantitative risk management
- model development
- financial markets
- risk management
- analytical skills

### Nice to have
- CPF
- CFA
- FRM

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Source: [Apply at hkex.wd3.myworkdayjobs.com](https://hkex.wd3.myworkdayjobs.com/en-US/HKEXCareerPage/job/HK-ONE-ES-24F/AVP--Quantitative-Risk-Methodology---Governance_R002771?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)