Vice President - Quantitative Risk Management
Vice President - Quantitative Risk Management
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Job Description
Company Introduction:
Were home to Asias most dynamic and vibrant capital markets.
Connecting capital ideas inspiration and innovation for deeper more diverse and liquid global capital markets; providing greater choice and opportunity for our customers each and every day.
HKEX is a purpose-driven company. Our commitment to the long-term development of our business and our markets is articulated in our purpose: ToConnectPromoteandProgressour Markets and the Communities they support for the prosperity of all.
Job Summary:
We are seeking a highly analytical and detail-oriented senior Quantitative Analyst to join our team in Shanghai. The Quantitative Analyst will be responsible for developing implementing and maintaining the risk analytical models especially VaR/ES models to measure and monitor risks across the organization.Job Duties:
Job Responsibilities:
- Lead a team of quant analysts and developers within our Quant Research Centre in Shanghai
- Develop maintain and improve the VaR modelling framework to ensure accurate measurement of risk exposures
- Analyse and interpret market data to identify trends and potential risks
- Work closely with risk management business analysis IT development and other stakeholders to provide insight on the risk profile of derivative positions
- Conduct stress testing to assess the impact of potential market scenarios on the portfolio
- Analyse portfolio risk metrics and provide regular reports to senior management
- Collaborate with other risk teams to ensure alignment of risk metrics and methodologies across the organization
- Produce high-quality documentation up to the standard set within the firm
- Work with other infrastructure teams in order to support the solution deployment and be able to roll out in a timely fashion our new models or fixes
Job Requirements:
- A Master/PhD degree in a highly quantitative field (Physics Mathematics Financial Engineering Electrical Engineering Statistics etc.)
- Over 5 years of experience in financial markets with hands-on expertise in derivatives pricing and risk modelling demonstrating a track record of delivering high-quality results.
- Experiences in managing and leading a team of 3 or more quant professionals (i.e. Developers Quants)
- Have solid experience and be proficient in Python.
- Knowledge of order management and market micro-structure is preferred
- Excellent communication skills with the ability to effectively explain complex concepts to non-technical stakeholders.
- Ability to collaborate effectively and manage diverse stakeholder relationships.
- Fluent in English
HKEX is committed as an Equal Opportunity Employer. Diversity is one of our core values and we look to support respect diverse perspectives abilities culture and experiences within our workplace.
Location:
CN-ShanghaiShift:
Standard - 40 Hours (China)Scheduled Weekly Hours:
40Worker Type:
PermanentRequired Experience:
Chief
Employment Type
Full-Time
