- One of the most reputable financial services provider globally
about the job.
- Perform risk modeling and quantitative analysis covering a range of asset classes across equity, fixed income, rate, OTC derivatives
- Perform daily risk monitoring and reporting
- Support business initiatives and projects, i.e. pricing model development/ implementation, system and risk framework enhancement
- Develop, maintain and enhance programs for risk management / pricing models.
- Update relevant policies as a result of risk model changes
skills & experiences required.
- University Degree in Quantitative Finance, Risk Management, Statistics, or related discipline
- At least 5 years of relevant working experience in market risk/ quantitative risk/ model risk / model validation in investment banking/ securities brokerage / corporate banks
- Strong understanding of pricing and sensitivity analysis on derivative products
- Prior experience in dealing with large data sets with would be an advantage
- Strong knowledge on database and programming skills (SQL, Java, VBA, Python, etc.)
- Excellent communication skills in Chinese and English