Model Review – AVP/VP
- Hong Kong
- Permanent, Full time
- Pure Search Hong Kong , EA Licence No: 12S5954
- 20 Feb 18 2018-02-20
Our client is a reputable global bank. They are currently seeking for a Model Review/ Model Development professional to join their team in Hong Kong.
- Handle independent review and validation for products by calibrating risk parameters
- Follow-up and raise issues throughout the model/engine development cycle. Validate and approve new model developments.
- Coordinate with various counterparts to guarantee reasonableness and robustness of risk engines and its improvements
- Working closely with the business and stakeholders and provide support in systems and tools
- Post-graduate degree or Masters in Mathematics, Finance Engineering, Physics, Statistics or related field
- Good Experience across model review / model development/ model validation
- Good communication skills and problem solving skills
- Strong analytical skills and programming skills VBA, C++, Matlab
Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073