Company Introduction:

We're home to Asia's 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: "To Connect, Promote and Progress our Markets and the Communities they support for the prosperity of all."

Job Summary:
The Quantitative Risk Management team is seeking a highly analytical and detail-oriented Associate to support the risk projects and initiatives such as methodology changes, new product/service launch and model parameter reviews across the firm. The successful candidate will play a crucial role in providing analytical support on risk management projects and regular risk model review.

Job Duties:

Responsibilities:

• Support and liaise with risk management units on quantitative risk methodologies projects and initiatives.
• Provide risk analysis and impact analysis on methodologies change projects, and prepare relevant proposal paper for internal and regulatory approval.
• Participate in testing and validation on risk systems.
• Support the risk model review to assess the model performance.
• Conduct regular review on risk model parameters.
• Perform risk monitoring on clearing members' margin level, positions and risk exposures.
• Work with quant developers on the automation of risk monitoring process.
• Liaise with model validation team to identify issues in risk models and propose enhancements.

Requirements:

• Minimum 4 year of experience with Bachelor's/Master's degree or equivalence in quantitative field (quantitative finance, risk management, mathematics, economics, computer science, etc.) or related discipline.
• Familiarity with different asset classes and products such as cash equities, equity derivatives, interest rate and FX derivatives would be beneficial.
• Experience with initial margin models and stress testing models for central counterparty is strongly preferred.
• Relevant working experience in an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO is strongly preferred.
• Proficient with Excel, VBA and preferably the ability to work with programming languages such as Python and SQL, and data visualization tool such as Tableau.
• Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
• Strong analytical and problem-solving skills.
• 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:
HKEX - Exchange Square

Shift:
Standard - 40 Hours (Hong Kong SAR)

Scheduled Weekly Hours:
40

Worker Type:
Permanent

Job ID R001874