Assistant Vice President, Market Risk Management

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.