# Assistant Vice President, Market Risk Management

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

**Apply**: https://hkex.wd3.myworkdayjobs.com/en-US/HKEXCareerPage/job/HK-ONE-ES-24F/Assistant-Vice-President--Market-Risk-Management_R004183?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_f9ae41a7-44a

## Description

Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes, and model parameter reviews.

The Assistant Vice President, Market Risk Management will join a high-calibre team of quant analysts and developers within the Group Quant Risk team in HK.

Key responsibilities:

- Develop, maintain, and enhance the clearing house risk management framework, methodologies, and policies, including market risk, liquidity risk, and investment risk.

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

- Collaborate closely with the model validation team to facilitate the validation of models that the team developed or owned.

Requirements:

- A degree holder in accounting, finance, or quantitative field (Technology, Engineering, Statistics, etc.).

- At least 6-8 years of relevant experiences working in financial markets, experience in market and/or liquidity risk management is a plus.

- Experience in programming is preferred (Matlab/Python/VBA/SQL).

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

- Solid knowledge in derivatives pricing and sensitivity analysis in at least one of the asset classes: equity, FX, commodity, fixed income, or OTC derivatives.

- 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 analysis
- risk management
- derivatives pricing
- sensitivity analysis
- programming

### Nice to have
- Matlab
- Python
- VBA
- SQL

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