Risk Analyst - Risk Quant(J19519)

Job summary

We are seeking a highly analytical and detail-oriented Risk Quantitative Analyst to join our team in Hong Kong. The Risk Quantitative Analyst will be responsible for developing, implementing, and maintaining the risk analytical models to measure and monitor risks across the organization with specific focus on counterparty credit risk management, such as SIMM, CVA, PFE models.

我们正在为香港团队招聘一名具备分析能力与风险、估值模型能力的风险量化分析师。该职位将负责开发、实施和维护风险分析模型，用于全面衡量和监控公司各类风险，重点关注交易对手信用风险管理，涵盖市场和交易对手风险模型 (IMA、SIMM、CVA、PFE 等)。

Job responsibilities

• Lead quantitative development and research for credit risk models and work closely with credit risk teams to provide quantitative support the counterparty risk

主导信用风险模型的量化研究与开发，并与信用风险团队紧密合作，提供交易对手风险的量化支持。

• Take responsibility on credit risk models lifecycle management, including model development, implementation, calibration, and back-testing

负责信用风险模型的全生命周期管理，包括开发、实施、校准和回溯测试。

• Collaborate closely with the model validation team to facilitate the validation or independent review of the credit risk models

与模型验证团队密切合作，推动信用风险模型的验证及独立审查工作。

• Perform continuous monitoring of the performance of the UMR initial margin model (SIMM model) and support the update of the methodology to drive the enhancement of the model to fulfil the risk profile of our business

持续监测UMR初始保证金模型（SIMM模型）的表现，并支持方法论更新，推动模型优化，以契合公司业务的风险特征。

• Design and establish the quantitative methodology for counterparty risk management and drive the development of the counterparty risk measurement (e.g PFE, EAD, CVA, wrong way risk etc.)

设计并建立交易对手风险管理的量化方法论，推动交易对手风险计量（如 PFE、EAD、CVA、错向风险等）的发展。

• Design and implement counterparty risk exposure measurement and credit risk stress-testing framework to further improve the margin methodology and limit framework

设计并实施交易对手风险敞口计量与信用风险压力测试框架，以进一步完善保证金方法论及限额管理体系。

• Develop and maintain credit risk quant related policies, procedures, and controls, and ensure their effective implementation

制定并维护信用风险量化相关的政策、流程及控制措施，并确保其有效落地执行。

• Provide support on credit risk quantitative matters for counterparty risk, SIMM, CVA and credit capital across different Front to Back office

为前中后台各部门提供交易对手风险、SIMM、CVA及信用资本等相关信用风险量化事宜的支持。

• Provide quantitative requirements to collaborate with IT to develop and implement counterparty risk exposure measurement on the IT system, including support the design of the architecture on counterparty risk management system

提供量化需求，与IT部门协作，在IT系统中开发并实施交易对手风险敞口计量功能，包括支持交易对手风险管理系统架构设计。

• Develop a robust credit risk quant team to support the development of quantitative risk analytics for the firm

建设一支扎实的信用风险量化团队，以支持公司量化风险分析能力的持续发展。

Job requirements

• Master's degree or above in finance, economics, mathematics, or a related field.

金融、经济、数学或相关专业研究生及以上学历；

• Over 5 years of relevant credit risk quantitative management experience within an investment bank or financial institution

具有5年以上投资银行或金融机构信用风险量化管理相关经验。

• In-depth understanding of financial markets and products, as well as hands-on expertise and knowledge on credit risk models (PFE, CVA, SIMM etc);

深入理解金融市场及各类金融产品，具备信用风险模型（PFE、CVA、SIMM 等）的实操经验与专业知识。

• Sound knowledge of regulatory frameworks and requirements related to credit risk and model risk management

熟悉信用风险及模型风险管理相关的监管框架与要求。

• Proficiency in quantitative analysis, risk modeling, and statistical tools to support the development of counterparty risk exposure and margining methodology

熟练掌握量化分析、风险建模及统计工具，能够支持交易对手风险敞口及保证金方法论的开发。

• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex counterparty risks

具备扎实的分析与问题解决能力，能够识别并评估复杂的交易对手风险。

• Proven leadership and team management skills, with the ability to collaborate and manage diverse stakeholder relationships

具备成熟的领导力与团队管理能力，能够有效协作并管理多元化的利益相关者关系。

• Excellent communication skills, with the ability to effectively and concisely explain complex concepts

优秀的沟通能力，能够清晰、简洁地解释复杂概念。

• Good verbal and written communication skills in both Chinese and English

良好的中英文口头与书面表达能力。

• Professional certifications such as FRM or CFA or CQF are desirable.

拥有FRM、CFA 或CQF等专业资格证书者优先。

Disclaimer

CICC is committed to fostering an environment of equity and diversity. We recognize the importance of fair treatment in all aspects of our business, from recruitment and hiring to professional development and advancement.

CICC aims to build an inclusive workplace that values the diverse backgrounds, ideas, and cultures of our employees. We strive to create an environment where every employee feels heard, supported, and empowered to contribute to the company's growth and success. By leveraging our collective strengths, we aim to drive innovation and achieve excellence in the industry.

It is CICC’s responsibility to provide equal employment opportunities to all prospective employees, regardless of race, ethnicity, gender, age, disability, or any other characteristics protected by law.

The preceding job description has been designed to indicate the general nature and level of the work to be performed by employees within this classification. It is not intended to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.