Model Review – Global Markets
- 45-60k + Bonus
- Hong Kong
- Permanent, Full time
- Pure Search Hong Kong , EA Licence No: 12S5954
- 21 Jan 18 2018-01-21
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.
- Model control and mark reviews for global markets products including pricing
- Handle independent review and validation for products by calibrating risk parameters to market prices and revaluing the portfolio. Improved mark review methods based on changed market conditions.
- 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, especially for Global Markets
- 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