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.

Responsibilities:

  • 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

Requirements:

  • 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