Risk Manager, Quantitative Modelling/Model Governance

Location: Hong Kong
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: HK$45000.00 - HK$65000 per month
REF: BBBH251807_1635849129

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