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Assistant Manager, Market Risk (Quantitative/ Modeling)

  • Location: Hong Kong
  • Salary: Negotiable per annum
  • Job Type:Permanent

Posted about 1 month ago

  • Sector: Corporate Governance
  • Contact: Calvin Chan
  • Start Date: ASAP
  • Expiry Date: 10 April 2021
  • Job Ref: JN -032021-457356

My client, a top-3 Chinese securities firm in Hong Kong is looking for an Assistant Manager, Market Risk (Quantitative/ Modeling) to join the team.

Responsibilities

  • Validate models, methodologies and configuration of risk and pricing, document changes on processes, and develop tools for risk analysis.
  • Process, present and visualize data and facilitate the production process of risk reporting.
  • Perform quantitative analysis for management decision-making.
  • Communicate with risk managers to better understand related risk models and outputs in VaR, Stress Testing and Greeks.

Requirements

  • Master's Degree holder in Mathematics, Statistics, Computer Science, Quantitative Finance, Economics, other relevant fields.
  • Good knowledge of financial products, statistics/ econometrics.
  • Good programming knowledge in SQL/ R/ Python/ Matlab for statistical/ data processing.
  • Good command of written and spoken English and Chinese.

For more information, please feel free to contact Calvin Chan at +852 3695 5186 or send your CV to cchan<at>argyllscott.com.hk

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