OTC & FIC Products & Risk Control - Post Trade - Associate/ Officer (Quantitative Modelling - Clearing Risk Management) OTC & FIC Products & Risk Control - Post Trade -  …

Hong Kong Exchanges and Clearing Limited
à Hong Kong
CDI, Plein-temps
Dernière candidature, 18 oct. 21
Competitive
Hong Kong Exchanges and Clearing Limited
à Hong Kong
CDI, Plein-temps
Dernière candidature, 18 oct. 21
Competitive
OTC & FIC Products & Risk Control - Post Trade - Associate/ Officer (Quantitative Modelling - Clearing Risk Management)
Job Responsibilities:
  • Perform risk management modeling and quantitative analysis
  • Develop, maintain and enhance programs for risk management / pricing models.
  • Prepare statistical analysis reports for evaluating risk exposures to clearing house through Value-at-Risk, stress testing, back testing, and sensitivity analysis
  • Prepare regulatory reports for clearing house compliance initiatives
  • Support system enhancements
  • Update relevant policies as a result of new business and risk management initiatives


Job Requirements:
  • University Degree in Quantitative Finance, Risk Management, Statistics, or related discipline
  • At least 3 years of relevant working experience in risk management and/or fixed income, candidates with less experience would also be considered as a junior post
  • Strong background and experience in the development, review and validation of quantitative tools is preferred
  • Good understanding of pricing and sensitivity analysis on fixed income and OTC derivatives
  • Experience in programming is required (VBA/Matlab/C++/Python)
  • Good analytical, problem solving, report writing and communication skills


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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