Vice President - Quantitative Risk Management

Company Introduction

We’re home to Asia's most dynamic and vibrant capital markets.

Connecting capital, ideas, inspiration and innovation for deeper, more diverse and liquid global capital markets; providing greater choice and opportunity for our customers, each and every day.

HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."

Job Summary

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 team is also 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.

Job Duties

• Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
• Participate actively in model development & implementation involving new products, clearing houses market risk, investment market risk and liquidity risk, including testing, analysis and on-going enhancement etc.
• Lead / support projects in Quantitative Risk Methodology and Governance team, liaising with cross departmental stakeholders and regulators.
• Responsible for other project-based tasks as and when assigned.
• Collaborate closely with the model validation team to facilitate the validation of models that the team developed or owned; and work on enhancements to implement new models / methodologies or to improve existing models / methodologies.

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