Avp, Quantitative Risk Methodology & Governance

HKEX (Hong Kong Exchanges)

Hong Kong, Hong Kong SAR
Degree in finance or quantitative field
4-8 years financial markets experience
Strong analytical and problem-solving skills
The role involves providing governance to first-line risk teams across HKEX group clearing houses for new products and methodology changes

Job Summary

  • The role involves providing governance to first-line risk teams across HKEX group clearing houses for new products and methodology changes.
  • Candidates will lead projects in quantitative risk methodology while liaising with cross-departmental stakeholders and regulators.
  • The position requires close collaboration with the model validation team to facilitate the validation of developed models.

Matching Summary

The role involves providing governance to first-line risk teams across HKEX group clearing houses for new products and methodology changes.

Skills & Requirements

Must-have

  • Degree in finance or quantitative field
  • 4-8 years financial markets experience
  • Strong analytical and problem-solving skills

Nice-to-have

  • Professional qualifications like CPF, CFA, FRM
  • Experience in market and liquidity risk management
  • Outstanding teamwork and willingness to learn

Key Requirements

  • Bachelor's degree in accounting, finance, or quantitative field
  • 4-8 years relevant experience in financial markets
  • Fluent in English communication skills

Work Rights

Not specified

Tailored Resume

Cover Letter