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
in Hong Kong
Permanent, Full time
Last application, 14 Sep 21
Competitive
Hong Kong Exchanges and Clearing Limited
in Hong Kong
Permanent, Full time
Last application, 14 Sep 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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