My client, a leading financial player, is expanding their Hong Kong team and seeking an experienced Quant Risk Analyst to join their Risk Managment team. The team is responsible for providing governance and risk guidelines on new product/service launch, methodology changes and model reviews.
Responsibilities:
- Establish model risk governance framework, financial risk policy and financial risk data management related to quantitative modelling.
- Model development and implementation for new products, market and liquidity risk, including testing, and analysis for continued enhancement of risk management capabilities.
- Lead / support projects liaising with cross departmental stakeholders and regulators.
- Work closely with the model validation on enhancements to implement new models/methodologies and/or to improve existing models/methodologies.
Requirements:
- Bachelors degree in a Quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics, etc.)
- Minimum 6 years of Market and/or Liquidity Risk Management experience from a reputable financial institution.
- CPF, CFA, FRM, etc. qualifications are preferred
- Solid knowledge of financial and investment products and the related risks factors and trading dynamics
- Excellent analytical and problem-solving skills, as well as formidable written and verbal communication skills with fluency in English