Risk Analytics Manager

Location: Hong Kong
Job Type: Permanent
Reference: 17465 (01_231018)
Sector: Compliance

Our client is a well known securities firm, looking for a technically strong Risk Analytics Manager to join their Quantitative Team. 

Responsibilities:

  • Development and validation of quantitative models/methodologies for the Bank, including market risk, counterparty and liquidity risk models
  • Recommend and help set up quantitative risk limits & control measures
  • Monitoring of market risk exposure, counterparty risk exposure, PFE/CVA exposures
  • Participating in credit products development/roll-out and recommend appropriate credit risk control mitigation measures
  • Active involvement in Risk Management projects

Requirements:

  • 5-7 years’ experience in market risk, and/or model development
  • Strong derivatives knowledge, including credit, currencies, exotics
  • Liquidity risk & portfolio model development an advantage
  • Bachelor degree or above equivalent discipline in Mathematics / Statistics / Physics / Quantitative Finance