Quantitative Risk Manager – VP Level – Leading Asian Investment Bank
- Excellent for the right candidate
- Hong Kong Hong Kong Hong Kong HK
- Permanent, Full time
- Cornerstone Global Partners
- 22 Mar 18 2018-03-22
My client a leading Asian Investment Bank is looking to recruit an experience Quantitative Risk Manager, Model Development or Model Validation professional to join its Quantitative team in Hong Kong.
As a member of the Quantitative team, the Quantitative Risk Manager will be responsible for the development and validation of quantitative models/methodologies for the bank, including market risk models/methodologies, PD, LGD, EAD models, counterparty PFE/CVA models, liquidity risk models etc. and will recommend and assist in setting up quantitative risk limits and control measures and monitoring market risk exposures, counterparty risk exposures and PFE/CVA exposures. The jobholder will participate in credit product development/roll-out, recommending appropriate credit risk control mitigation measures and will act as the major quantitative expert to provide advice on different model methodologies, including pros & cons, implications & impacts etc. The incumbent will represent the Risk Management Department to participate in IT system enhancement/development projects and will handle ad-hoc tasks/projects as assigned by management.
The successful candidate will be a degree holder with at least 5 years’ experience in a Market Risk and/or PD/LGD/EAD model development and/or counterparty PFE/CVA model development role and be astute with various types of derivatives, including credit, currencies, exotics etc. Candidates with Liquidity Risk and Portfolio Model development experience will be at an advantage. Applicants will need to have the ability to explain complex mathematical models to senior management and non-quants and be conversant with various model development methodologies, pros & cons, as well as implications of each. Candidates will need to have excellent interpersonal and communication skills including fluency in English, Cantonese and Mandarin.
If you have the relevant background and experience please send an up-to-date copy of your CV to firstname.lastname@example.org. Successful candidates will be contacted for further discussion. If you are not contacted your details may be retained for discussion about opportunities in the future.