Quantitative Risk - Group Risk Management - AVP (Gorvernance)
- Perform 2nd line governance on new product/service proposals, 1st line methodology changes and model calibration results.
- Help generating group level risk monitoring and reporting across all HKEX CCPs including its treasury investment activities.
- Help aligning the risk management approaches/policies across all business lines in accordance to the Group Risk Appetite and regulations.
- Create new tools/techniques that can enhance the group level risk monitoring and quantification.
- Assist the team's effort to work with both regulators and 1st line teams to enhance HKEX's risk management standards on an ongoing basis.
- Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense.
- Educate on modelling best practices and spread model risk awareness within the HKEX.
- Master's degree or equivalence in quantitative finance, mathematics, economics, computer science or related discipline.
- Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
- 3-7 years of experience in market risk, quantitative risk or model risk within a financial institution.
- Experience with developing or validating risk models (i.e. market risk, credit risk and liquidity risk models), initial margin models and stress testing models is strongly preferred.
- Hands-on experience with financial risk governance and policy ownership is strongly preferred.
- Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred.
- Understanding of the latest regulatory standards and industry practice for 2nd line risk governance.
- Strong and confident communicator both verbally and in written form.
- Good judgment and clear decision-making ability.
- Strong interpersonal skills.
- Ability to confidently consider options and develop risk mitigations.
- Proficient with data analysis and risk modelling.
Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful. Personal data provided will only be used for the purpose of employment application to HKEX.