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