Risk Manager, Quantitative Modelling/Model Governance

Our client is a well-established financial institution with a strong presence in Hong Kong. With their team expanding, they are looking for Quant Risk professional to join their team.

Responsibilities

• Provide key modelling elements including model assumptions, limitations, inputs & outputs, methodology, implementation, monitoring and control, etc.
• Ensure any identified model risk issues are effectively communicated with model stakeholders and appropriately remediated
• Create new tools/techniques that can enhance the group level risk monitoring and quantification.
• Maintain up to date knowledge of risk management practices

Requirements

• Bachelor's degree in business administration or other related disciplines
• Advanced degree/ FRM / CFA qualification is an advantage
• Minimum 3-5years' relevant experience in market, credit, or liquidity risk models
• Strong programming skill (VBA/Python/SQL) is an advantage
• Strong communication and writing skills in Chinese and English