Associate - Assistant Manager - Clearing Risk Management (Risk modeling and quantitative analysis) Associate - Assistant Manager - Clearing Risk  …

Hong Kong Exchanges and Clearing Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Hong Kong Exchanges and Clearing Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Associate - Assistant Manager - Clearing Risk Management (Risk modeling and quantitative analysis)
Job responsibilities:
  • Perform risk modeling and quantitative analysis
  • 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 daily market risk monitoring, risk operation and reporting tasks
  • Support system enhancements
  • Update relevant policies as a result of new business and risk management initiatives

Requirements:
  • 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
  • Experience in programming is required (VBA/Matlab/Python/C++)
  • Good understanding of pricing and sensitivity analysis on fixed income and OTC derivatives
  • Good command of written and spoken English and Chinese
  • Good analytical, problem solving, report writing and communication skills
  • Self-motivated, attention to details and a good team player
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