Senior Manager - Quantative Analytics

  • 85000.00 - 90000.00 p/m
  • Hong Kong
  • Permanent, Full time
  • Eames Consulting Hong Kong , EA Licence No: 16S8091
  • 19 Sep 17

My client a leading global finance organisation, is looking to hire a subject matter expert coming from the analytics field. The ideal candidate will come from a finance risk background preferably market risk. This is a very exciting opportunity to work with senior level subject matter experts within the finance sector.

Key elements to the role:-
• To support risk management team across the region as a subject matter expert in regards to the oversight risk, finance, or business models used in the organization. (e.g. Credit or Market Risk, ALCM, FO pricing, or AML models etc.), to monitor and enhance model performance. Calibration of market risk capital models.
• To work across various modelling areas of the organisation to understand requirements of different type of model and applicability of different techniques.
• To independently and proactively manage own time and stakeholders relationship and expectations, including defining and controlling project scopes, timelines, deliverables in line with the organizations needs.
• Must be highly experienced and comfortable with presenting findings and solutions to C suite level/ board members with short notice.
• Postgraduate degree in Mathematics, Financial Engineering, Physics, Statistics, Operations Research, or a related field.
• Experience in one or ideally more than one of the modeling areas, e.g. credit risk, ALCM, market risk, FO pricing, or AML.
• Must have excellent programming skills.