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公司简介
Hong Kong Exchanges and Clearing Limited (HKEX) is a publicly-traded company (HKEX Stock Code:388) and one of the world’s leading global exchange groups, offering a range of equity, derivative, commodity, fixed income and other financial markets, products and services, including the London Metals Exchange.
As a superconnector and gateway between East and West, HKEX facilitates the two-way flow of capital, ideas and dialogue between China and the rest of world, through its pioneering Connect schemes, increasingly diversified product ecosystem and its deep, liquid and international markets.
HKEX is a purpose-led organisation which, across its business and through the work of HKEX Foundation, seeks to connect, promote and progress its markets and the communities it supports for the prosperity of all.
Associate - Quantitative Risk Management - Group Risk Management (Model Risk)
工作城市：
香港
职位描述：
Job Summary:
Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses on initiatives such as new product/service launch, methodology changes and model parameter reviews. The team is also responsible for establishing the model risk governance framework of the group, financial risk policy / appetite reviews, group level financial risk data management and other group risk management related quantitative modelling works for continued enhancements of its risk management capabilities.
Responsibilities:
- Perform independent validations on models used across the HKEX and properly document the validation work
- Provide effective challenges to key modelling elements including model assumptions, limitations, inputs, outputs, methodology, implementation, monitoring and control, etc.
- Ensure any identified model risk issues are effectively communicated with model stakeholders and appropriately remediated
- Work with model developers and key stakeholders on model ongoing monitoring and improvement
- Assist in develop, implement and enhance the model risk management policies, standards, procedures, controls and the model inventory management system
- Oversee and ensure the adherence to model risk policies and regulatory guidance across all business lines, including model identification/attestation, model development, model risk rating, ongoing monitoring, control environment and reporting
- Build strong working relationships with key partners across the HKEX, including 1st and 3rd line of risk defense
Requirements:
- Master’s degree or equivalence in quantitative finance, mathematics, economics, computer science or related discipline.
- Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
- 1-5 years of experience in model validation, model development, model risk audit or quantitative research
- Experience with developing or validating risk models (i.e. market risk, credit risk and liquidity risk models), initial margin models and stress testing models is strongly preferred
- Hands-on experience with model governance framework is strongly preferred
- Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred
- Understanding of the latest regulatory standards and industry practice for model risk management
- Familiarity with equity derivatives is preferred.
- Strong and confident communicator both verbally and in written form.
- Good judgment and clear decision-making ability.
- Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL.
- Strong quantitative risk skills
- Strong interpersonal skills.
- Ability to confidently consider options and develop risk mitigations.
- Familiarity and knowledge of regulatory environment of CCPs in both HK and Europe is preferable.
- Demonstrates sound and reasoned judgment at all times
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