Assistant Vice President-Group Risk Management (Quantitative Risk Management) Assistant Vice President-Group Risk Management  …

Hong Kong Exchanges and Clearing Limited
à Hong Kong
CDI, Plein-temps
Dernière candidature, 09 juin 21
Competitive
Hong Kong Exchanges and Clearing Limited
à Hong Kong
CDI, Plein-temps
Dernière candidature, 09 juin 21
Competitive
Assistant Vice President-Group Risk Management (Quantitative Risk Management)
As part of the GroupQuantitative Risk (GQR) function within the Group Risk Management at HKEX, asuccessful candidate will help with the efforts for financial risk governanceand modelling including
Job Responsibilities:
  • 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
Job Requirements:
  • Master's degree or equivalent 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 model validation, model development, model risk audit or quantitative research
  • 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. The successful candidate will need to have strong influence across the organization and will need to communicate complex risk problems to senior management and broader audiences where required.
  • Good judgment and clear decision-making ability.
  • Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL.
  • Strong quantitative risk skills
  • Strong interpersonal skills.
  • Ability to confidently consider options and develop risk mitigations.
  • Familiarity and knowledge of regulatory environment of CCPs in both HK and Europe is preferable.
  • Demonstrates sound and reasoned judgment at all times
  • Strong attention to detail
  • Motivated self-starter
  • Commercially aware
  • Quick learner but willing to ask questions if unsure
  • Good communicator, negotiator and organiser, sympathetic to overall work demands within department
  • Able to work as individual but liaise effectively with other department or group stakeholders
  • Ability to communicate effectively at all levels and positively influence others
  • Ability to rapidly grasp new ideas and to think laterally and innovatively
  • Determined and results focused
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.
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